-97.5%
YXT vs SPY
+41.5%
-139.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.3% |
| 7D | -5.0% | -0.4% | -4.7% | -5.0% |
| 30D | -56.5% | -1.4% | -55.1% | -56.5% |
| 3M | -41.0% | +3.7% | -44.7% | -41.9% |
| 6M | -60.1% | +13.0% | -73.1% | -62.7% |
| YTD | -69.2% | +12.4% | -81.6% | -71.1% |
| 1Y | -75.7% | +18.5% | -94.2% | -78.0% |
| All | -97.5% | +41.5% | -139.1% | -98.2% |
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