+10,377.9%
SYBT vs SPY
+3,017.0%
+7,361.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -6.3% | +0.1% | -6.3% | -6.3% |
| 3M | +11.3% | +2.0% | +9.3% | +9.1% |
| 6M | +21.2% | +13.0% | +8.2% | +9.5% |
| YTD | +23.5% | +13.5% | +10.0% | +11.2% |
| 1Y | +0.3% | +20.0% | -19.7% | -13.5% |
| 3Y | +81.7% | +77.2% | +4.5% | +15.3% |
| 5Y | +63.2% | +81.9% | -18.6% | -0.2% |
| 10Y | +212.7% | +314.1% | -101.3% | +2.4% |
| All | +10,377.9% | +3,017.0% | +7,361.0% | +1,784.0% |
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