-33.1%
YETH vs SPY
+42.2%
-75.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.9% | +1.4% |
| 7D | +3.3% | -0.8% | +4.1% | +4.6% |
| 30D | +9.9% | -1.1% | +11.0% | +11.8% |
| 3M | +25.7% | +3.9% | +21.8% | +18.1% |
| 6M | +6.2% | +13.6% | -7.4% | -12.9% |
| YTD | -21.1% | +12.7% | -33.8% | -33.9% |
| 1Y | -41.3% | +17.5% | -58.8% | -53.2% |
| All | -33.1% | +42.2% | -75.3% | -59.2% |
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