-40.9%
SE vs ZYBT
-83.2%
+42.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -6.1% | -6.9% | +0.8% | -6.1% |
| 30D | -2.5% | -31.8% | +29.3% | -2.4% |
| 3M | +21.7% | +94.0% | -72.3% | +19.7% |
| 6M | +27.0% | +99.0% | -72.0% | +25.6% |
| YTD | -12.1% | +40.0% | -52.1% | -13.1% |
| 1Y | -40.9% | -79.5% | +38.6% | -41.4% |
| All | -40.9% | -83.2% | +42.3% | -41.4% |
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