-92.2%
YINN vs SPY
+322.5%
-414.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | -0.9% |
| 7D | -11.7% | -0.8% | -10.9% | -10.0% |
| 30D | -7.7% | -1.1% | -6.6% | -5.6% |
| 3M | -6.5% | +3.9% | -10.4% | -14.9% |
| 6M | -22.3% | +13.6% | -35.9% | -41.7% |
| YTD | -36.5% | +12.7% | -49.2% | -51.1% |
| 1Y | -49.0% | +17.5% | -66.5% | -63.9% |
| 3Y | -10.4% | +76.9% | -87.3% | -75.0% |
| 5Y | -88.4% | +83.6% | -172.0% | -96.7% |
| All | -92.2% | +322.5% | -414.7% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling