-10.4%
YINN vs SPY
+77.0%
-87.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | -0.6% |
| 7D | -11.7% | -0.8% | -10.9% | -10.2% |
| 30D | -7.7% | -1.1% | -6.6% | -5.8% |
| 3M | -6.5% | +3.9% | -10.4% | -13.8% |
| 6M | -22.3% | +13.6% | -35.9% | -39.6% |
| YTD | -36.5% | +12.7% | -49.2% | -49.5% |
| 1Y | -49.0% | +17.5% | -66.5% | -62.0% |
| 3Y | -10.4% | +76.9% | -87.3% | -73.7% |
| All | -10.4% | +77.0% | -87.4% | -73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling