-99.7%
YMT vs SPY
+19.9%
-119.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.5% | -4.6% |
| 7D | -4.5% | -0.4% | -4.1% | -4.5% |
| 30D | -55.8% | -1.4% | -54.5% | -55.4% |
| 3M | -83.8% | +3.7% | -87.5% | -84.3% |
| 6M | -98.6% | +13.0% | -111.6% | -98.8% |
| YTD | -99.4% | +12.4% | -111.8% | -99.5% |
| 1Y | -99.6% | +18.5% | -118.1% | -99.7% |
| All | -99.7% | +19.9% | -119.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling