-94.0%
YMAT vs SPY
+20.7%
-114.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -4.4% |
| 7D | +12.8% | +3.3% | +9.6% | +4.7% |
| 30D | -34.2% | -2.7% | -31.5% | -26.2% |
| 3M | -37.2% | -1.7% | -35.5% | -30.9% |
| 6M | -52.1% | +3.1% | -55.2% | -51.7% |
| YTD | -47.2% | +11.9% | -59.1% | -50.0% |
| 1Y | -72.3% | +12.0% | -84.3% | -73.5% |
| All | -94.0% | +20.7% | -114.6% | -93.5% |
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