-94.7%
YMAT vs SPY
+16.8%
-111.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.4% | -9.1% | -1.6% |
| 7D | -52.0% | -4.7% | -47.3% | -44.1% |
| 30D | -19.9% | -5.9% | -13.9% | -2.8% |
| 3M | -47.8% | -4.5% | -43.3% | -38.6% |
| 6M | -19.9% | +1.8% | -21.6% | -14.1% |
| YTD | -53.2% | +8.3% | -61.5% | -52.2% |
| 1Y | -73.8% | +9.3% | -83.1% | -73.2% |
| All | -94.7% | +16.8% | -111.5% | -93.8% |
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