-99.7%
YMT vs SPY
+20.2%
-119.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.1% |
| 7D | +5.7% | -0.8% | +6.4% | +6.3% |
| 30D | -40.9% | -1.1% | -39.9% | -40.5% |
| 3M | -78.6% | +3.9% | -82.5% | -79.3% |
| 6M | -98.3% | +13.6% | -111.9% | -98.5% |
| YTD | -99.4% | +12.7% | -112.1% | -99.5% |
| 1Y | -99.6% | +17.5% | -117.1% | -99.6% |
| All | -99.7% | +20.2% | -119.8% | -99.7% |
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 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