-78.8%
YSS vs SPY
+8.9%
-87.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | +2.4% | +11.2% | +7.0% |
| 7D | +18.7% | +0.1% | +18.6% | +18.7% |
| 30D | 0.0% | -3.3% | +3.3% | +10.6% |
| 3M | -37.7% | -2.4% | -35.3% | -32.4% |
| 6M | -79.6% | +2.6% | -82.1% | -80.3% |
| All | -78.8% | +8.9% | -87.8% | -81.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling