-58.5%
YMM vs SPY
+92.8%
-151.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -0.9% |
| 7D | -3.7% | -0.4% | -3.3% | -3.3% |
| 30D | -14.3% | -1.4% | -13.0% | -12.9% |
| 3M | +1.5% | +3.7% | -2.2% | -3.2% |
| 6M | -6.7% | +13.0% | -19.7% | -19.6% |
| YTD | -21.0% | +12.4% | -33.4% | -31.4% |
| 1Y | -36.4% | +18.5% | -54.9% | -47.9% |
| 3Y | +30.3% | +77.6% | -47.3% | -38.7% |
| 5Y | -51.3% | +81.7% | -133.0% | -76.1% |
| All | -58.5% | +92.8% | -151.2% | -80.2% |
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