-13.7%
YBIT vs SPY
+56.0%
-69.8%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.3% |
| 7D | +1.0% | -0.4% | +1.4% | +1.4% |
| 30D | +19.3% | -1.4% | +20.7% | +21.0% |
| 3M | +23.5% | +3.7% | +19.7% | +18.5% |
| 6M | +10.1% | +13.0% | -2.9% | -3.6% |
| YTD | -11.5% | +12.4% | -23.9% | -21.6% |
| 1Y | -27.5% | +18.5% | -46.0% | -38.8% |
| All | -13.7% | +56.0% | -69.8% | -49.1% |
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