+32.7%
YNOT vs SPY
+24.1%
+8.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.9% |
| 7D | +4.5% | +0.5% | +4.0% | +3.5% |
| 30D | +2.0% | -0.9% | +3.0% | +3.8% |
| 3M | +2.9% | +3.9% | -1.0% | -3.5% |
| 6M | +22.0% | +14.5% | +7.5% | -2.2% |
| YTD | +18.7% | +12.9% | +5.8% | -2.5% |
| 1Y | +24.2% | +19.4% | +4.8% | -5.2% |
| All | +32.7% | +24.1% | +8.6% | -2.9% |
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