+132.2%
YETI vs SPY
+218.7%
-86.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -1.7% |
| 7D | -4.7% | -2.0% | -2.7% | -1.9% |
| 30D | -22.3% | -1.7% | -20.6% | -20.5% |
| 3M | -18.2% | +4.7% | -23.0% | -23.9% |
| 6M | +4.1% | +12.5% | -8.4% | -12.5% |
| YTD | -10.6% | +11.7% | -22.4% | -24.0% |
| 1Y | +11.5% | +17.5% | -6.0% | -11.9% |
| 3Y | -16.5% | +76.6% | -93.1% | -63.8% |
| 5Y | -60.4% | +82.0% | -142.5% | -82.8% |
| All | +132.2% | +218.7% | -86.5% | -53.1% |
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