-97.9%
YSG vs SPY
+130.0%
-227.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +1.6% | +2.6% | -1.0% | -1.3% |
| 30D | -22.4% | -2.0% | -20.4% | -20.2% |
| 3M | -42.9% | -2.8% | -40.2% | -40.9% |
| 6M | -29.2% | +2.1% | -31.3% | -30.4% |
| YTD | -50.1% | +11.5% | -61.6% | -55.3% |
| 1Y | -70.8% | +13.5% | -84.2% | -74.3% |
| 3Y | -52.9% | +77.7% | -130.6% | -75.1% |
| 5Y | -87.5% | +72.6% | -160.1% | -93.2% |
| All | -97.9% | +130.0% | -227.9% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling