-15.1%
SAP vs ZYBT
-58.9%
+43.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.2% |
| 7D | -4.1% | -3.7% | -0.3% | -4.1% |
| 30D | +1.1% | 0.0% | +1.1% | +1.1% |
| 3M | +26.1% | +72.2% | -46.1% | +26.2% |
| 6M | +9.8% | +103.1% | -93.4% | +9.5% |
| YTD | -13.6% | +34.8% | -48.4% | -13.6% |
| 1Y | -18.7% | -83.2% | +64.5% | -18.2% |
| All | -15.1% | -58.9% | +43.8% | -18.9% |
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