-78.5%
YSS vs SPY
+10.0%
-88.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | -0.4% |
| 7D | +18.9% | -0.9% | +19.8% | +22.3% |
| 30D | +6.0% | -2.4% | +8.4% | +14.1% |
| 3M | -31.7% | -1.2% | -30.5% | -28.5% |
| 6M | -79.8% | +3.3% | -83.1% | -80.9% |
| All | -78.5% | +10.0% | -88.4% | -81.4% |
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