-45.9%
SE vs ZYBT
-79.2%
+33.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.3% |
| 7D | -5.2% | -3.7% | -1.5% | -5.2% |
| 30D | -17.1% | 0.0% | -17.1% | -17.1% |
| 3M | +24.0% | +72.2% | -48.2% | +22.1% |
| 6M | +21.0% | +103.1% | -82.2% | +19.8% |
| YTD | -16.7% | +34.8% | -51.5% | -17.6% |
| 1Y | -45.9% | -83.2% | +37.2% | -46.3% |
| All | -45.9% | -79.2% | +33.3% | -46.3% |
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