-56.8%
YMM vs SPY
+94.7%
-151.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | -1.8% | +0.1% | -1.9% | -2.0% |
| 30D | -9.4% | +0.1% | -9.5% | -9.5% |
| 3M | -1.5% | +2.0% | -3.5% | -4.1% |
| 6M | -3.1% | +13.0% | -16.1% | -16.6% |
| YTD | -17.8% | +13.5% | -31.3% | -29.5% |
| 1Y | -32.6% | +20.0% | -52.6% | -45.6% |
| 3Y | +26.4% | +77.2% | -50.8% | -40.2% |
| 5Y | -50.4% | +81.9% | -132.3% | -76.1% |
| All | -56.8% | +94.7% | -151.5% | -79.7% |
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