+148.2%
SYBT vs SPY
+308.5%
-160.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | -0.3% | +3.3% | -3.6% | -3.2% |
| 30D | +4.7% | -2.7% | +7.3% | +7.0% |
| 3M | -6.6% | -1.7% | -4.9% | -5.4% |
| 6M | +13.1% | +3.1% | +10.0% | +9.2% |
| YTD | +23.3% | +11.9% | +11.5% | +10.4% |
| 1Y | +19.6% | +12.0% | +7.6% | +7.0% |
| 3Y | +94.0% | +78.2% | +15.8% | +13.3% |
| 5Y | +33.0% | +73.2% | -40.2% | -21.1% |
| All | +148.2% | +308.5% | -160.3% | -48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling