+228.4%
SAN vs ZYBT
-58.9%
+287.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.3% |
| 7D | +0.2% | -3.7% | +3.9% | +0.2% |
| 30D | +0.9% | 0.0% | +0.9% | +0.9% |
| 3M | +19.1% | +72.2% | -53.1% | +20.7% |
| 6M | +33.2% | +103.1% | -69.9% | +33.4% |
| YTD | +29.1% | +34.8% | -5.7% | +30.2% |
| 1Y | +50.2% | -83.2% | +133.4% | +56.3% |
| All | +228.4% | -58.9% | +287.3% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 5y: compounded portfolio wealth divided by compounded ZYBT 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…
5y analysis · Full analysis span regression · 6 months rolling