+210.6%
SYBT vs SPY
+322.5%
-111.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.2% |
| 7D | +0.3% | -0.8% | +1.1% | +1.0% |
| 30D | -6.2% | -1.1% | -5.1% | -5.3% |
| 3M | +7.0% | +3.9% | +3.2% | +3.0% |
| 6M | +26.5% | +13.6% | +12.9% | +11.9% |
| YTD | +23.9% | +12.7% | +11.2% | +10.4% |
| 1Y | +4.7% | +17.5% | -12.8% | -10.2% |
| 3Y | +98.5% | +76.9% | +21.6% | +16.8% |
| 5Y | +66.2% | +83.6% | -17.3% | -7.2% |
| All | +210.6% | +322.5% | -111.9% | -36.5% |
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