-39.5%
YEXT vs SPY
+67.0%
-106.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | +2.4% |
| 7D | +4.7% | -4.7% | +9.4% | +10.1% |
| 30D | +16.6% | -5.9% | +22.5% | +24.3% |
| 3M | +33.5% | -4.5% | +38.1% | +40.2% |
| 6M | +87.5% | +1.8% | +85.7% | +82.9% |
| YTD | -5.1% | +8.3% | -13.4% | -13.7% |
| 1Y | -10.0% | +9.3% | -19.3% | -19.1% |
| 3Y | +20.5% | +74.9% | -54.4% | -40.7% |
| 5Y | -39.5% | +67.3% | -106.7% | -66.4% |
| All | -39.5% | +67.0% | -106.5% | -66.4% |
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