+58.5%
SYBT vs SPY
+81.0%
-22.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -2.5% | -0.4% | -2.1% | -2.2% |
| 30D | -6.8% | -1.4% | -5.4% | -5.9% |
| 3M | +5.2% | +3.7% | +1.5% | +2.2% |
| 6M | +21.4% | +13.0% | +8.4% | +10.4% |
| YTD | +20.4% | +12.4% | +8.0% | +9.9% |
| 1Y | +1.7% | +18.5% | -16.8% | -10.7% |
| 3Y | +90.0% | +77.6% | +12.3% | +27.2% |
| 5Y | +58.5% | +81.7% | -23.2% | +5.3% |
| All | +58.5% | +81.0% | -22.5% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling