-98.8%
YXT vs SPY
+41.4%
-140.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.4% |
| 7D | -16.3% | -0.9% | -15.4% | -16.2% |
| 30D | -39.7% | -2.4% | -37.4% | -39.6% |
| 3M | -76.2% | -1.2% | -75.1% | -76.2% |
| 6M | -76.2% | +3.3% | -79.5% | -76.6% |
| YTD | -84.6% | +12.3% | -96.9% | -85.5% |
| 1Y | -84.6% | +12.4% | -97.1% | -85.5% |
| All | -98.8% | +41.4% | -140.2% | -99.1% |
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