-97.4%
YXT vs SPY
+42.2%
-139.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.3% |
| 7D | -1.9% | +0.5% | -2.5% | -1.9% |
| 30D | -57.0% | -0.9% | -56.1% | -57.0% |
| 3M | -37.3% | +3.9% | -41.2% | -38.1% |
| 6M | -57.1% | +14.5% | -71.6% | -60.1% |
| YTD | -67.9% | +12.9% | -80.8% | -69.8% |
| 1Y | -68.3% | +19.4% | -87.7% | -71.4% |
| All | -97.4% | +42.2% | -139.6% | -98.1% |
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 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