-5.9%
SAP vs ZYBT
-42.3%
+36.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +4.2% |
| 7D | +1.3% | -3.5% | +4.8% | +1.3% |
| 30D | +15.5% | +15.1% | +0.4% | +15.5% |
| 3M | +22.8% | +7.0% | +15.8% | +22.8% |
| 6M | +42.5% | +37.7% | +4.8% | +44.4% |
| YTD | +0.5% | +19.1% | -18.6% | +2.1% |
| 1Y | -5.9% | -38.3% | +32.3% | -4.8% |
| All | -5.9% | -42.3% | +36.4% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling