-96.1%
YINN vs SPY
+815.2%
-911.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -0.3% |
| 7D | -8.7% | -2.0% | -6.7% | -3.6% |
| 30D | -11.9% | -1.7% | -10.2% | -8.1% |
| 3M | -6.3% | +4.7% | -11.0% | -18.1% |
| 6M | -24.5% | +12.5% | -37.0% | -44.9% |
| YTD | -37.1% | +11.7% | -48.9% | -53.0% |
| 1Y | -45.7% | +17.5% | -63.2% | -64.0% |
| 3Y | -7.8% | +76.6% | -84.4% | -80.0% |
| 5Y | -88.5% | +82.0% | -170.6% | -97.5% |
| 10Y | -92.3% | +317.1% | -409.4% | -99.8% |
| All | -96.1% | +815.2% | -911.3% | -100.0% |
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