-97.4%
YXT vs SPY
+43.0%
-140.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | -88.8% | +0.1% | -88.8% | -88.8% |
| 3M | -36.2% | +2.0% | -38.2% | -36.6% |
| 6M | -62.6% | +13.0% | -75.7% | -64.8% |
| YTD | -67.1% | +13.5% | -80.7% | -69.1% |
| 1Y | -67.7% | +20.0% | -87.7% | -70.8% |
| All | -97.4% | +43.0% | -140.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling