-74.0%
YMAT vs SPY
+20.8%
-94.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -6.4% |
| 7D | -10.0% | +0.1% | -10.1% | -10.4% |
| 30D | -19.1% | +0.1% | -19.2% | -19.5% |
| 3M | -66.2% | +2.0% | -68.2% | -67.7% |
| 6M | -16.3% | +13.0% | -29.3% | -30.1% |
| YTD | -27.5% | +13.5% | -41.0% | -39.8% |
| 1Y | -74.0% | +20.0% | -94.0% | -86.1% |
| All | -74.0% | +20.8% | -94.8% | -86.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling