-48.2%
YSXT vs SPY
+18.1%
-66.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -17.9% | -0.8% | -17.2% | -17.8% |
| 30D | +28.4% | -1.1% | +29.4% | +28.5% |
| 3M | +11.3% | +3.9% | +7.4% | +12.0% |
| 6M | -6.6% | +13.6% | -20.2% | -4.0% |
| YTD | +2.4% | +12.7% | -10.3% | +5.8% |
| 1Y | -48.2% | +17.5% | -65.7% | -45.9% |
| All | -48.2% | +18.1% | -66.3% | -45.9% |
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 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