-48.9%
YEXT vs SPY
+82.0%
-131.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | +13.6% | +0.1% | +13.6% | +13.6% |
| 3M | +64.4% | +2.0% | +62.4% | +60.4% |
| 6M | +14.2% | +13.0% | +1.2% | -0.5% |
| YTD | -19.2% | +13.5% | -32.8% | -30.2% |
| 1Y | -28.1% | +20.0% | -48.1% | -41.8% |
| 3Y | -28.4% | +77.2% | -105.6% | -65.1% |
| All | -48.9% | +82.0% | -131.0% | -74.8% |
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