-55.8%
YMM vs SPY
+92.6%
-148.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -2.4% |
| 7D | -2.8% | -0.9% | -1.9% | -2.1% |
| 30D | +2.5% | -2.4% | +4.8% | +4.9% |
| 3M | -5.4% | -1.2% | -4.3% | -4.6% |
| 6M | +1.6% | +3.3% | -1.7% | -3.0% |
| YTD | -15.9% | +12.3% | -28.2% | -27.3% |
| 1Y | -28.6% | +12.4% | -41.0% | -38.2% |
| 3Y | +33.5% | +78.8% | -45.3% | -38.1% |
| 5Y | -43.7% | +75.2% | -118.9% | -70.9% |
| All | -55.8% | +92.6% | -148.4% | -79.0% |
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