-54.7%
YMM vs SPY
+90.8%
-145.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.4% | -4.8% |
| 7D | +2.9% | +0.1% | +2.8% | +2.5% |
| 30D | +5.8% | -3.3% | +9.1% | +9.6% |
| 3M | -6.0% | -2.4% | -3.5% | -3.7% |
| 6M | +3.8% | +2.6% | +1.2% | -0.1% |
| YTD | -13.9% | +11.2% | -25.1% | -24.7% |
| 1Y | -25.2% | +13.4% | -38.6% | -36.0% |
| 3Y | +38.5% | +79.9% | -41.4% | -36.5% |
| 5Y | -38.8% | +72.2% | -111.0% | -67.7% |
| All | -54.7% | +90.8% | -145.5% | -78.3% |
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