+117.9%
YYY vs SPY
+638.0%
-520.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +0.3% | +3.3% | -3.0% | -1.5% |
| 30D | -0.1% | -2.7% | +2.6% | +1.4% |
| 3M | -7.8% | -1.7% | -6.0% | -6.9% |
| 6M | -5.3% | +3.1% | -8.4% | -7.1% |
| YTD | -1.1% | +11.9% | -13.0% | -7.4% |
| 1Y | -0.8% | +12.0% | -12.8% | -7.1% |
| 3Y | +34.0% | +78.2% | -44.2% | -4.1% |
| 5Y | +8.9% | +73.2% | -64.3% | -21.8% |
| 10Y | +65.3% | +309.6% | -244.3% | -29.3% |
| All | +117.9% | +638.0% | -520.1% | -32.5% |
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