-99.6%
YMT vs SPY
+20.8%
-120.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | -0.4% | +12.6% | +12.5% |
| 7D | -24.6% | +0.1% | -24.7% | -24.7% |
| 30D | -69.5% | +0.1% | -69.5% | -69.5% |
| 3M | -86.2% | +2.0% | -88.2% | -86.3% |
| 6M | -98.4% | +13.0% | -111.5% | -98.6% |
| YTD | -99.4% | +13.5% | -113.0% | -99.5% |
| 1Y | -99.6% | +20.0% | -119.5% | -99.6% |
| All | -99.6% | +20.8% | -120.4% | -99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling