-45.4%
YETH vs SPY
+40.7%
-86.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.7% |
| 7D | -11.6% | +2.6% | -14.2% | -15.2% |
| 30D | -17.3% | -2.0% | -15.3% | -14.8% |
| 3M | -10.9% | -2.8% | -8.2% | -6.9% |
| 6M | -21.6% | +2.1% | -23.8% | -24.0% |
| YTD | -35.6% | +11.5% | -47.0% | -45.2% |
| 1Y | -34.6% | +13.5% | -48.1% | -45.7% |
| All | -45.4% | +40.7% | -86.1% | -66.1% |
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