-4.7%
SEI vs ZYBT
-37.3%
+32.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.7% | -13.0% | -12.3% |
| 7D | -26.9% | -3.5% | -23.4% | -26.9% |
| 30D | -36.6% | +24.3% | -60.9% | -36.6% |
| 3M | -8.9% | -41.5% | +32.7% | -8.8% |
| 6M | -33.0% | +58.6% | -91.6% | -32.3% |
| YTD | +10.6% | +20.0% | -9.4% | +9.6% |
| 1Y | -4.7% | -35.2% | +30.6% | +13.9% |
| All | -4.7% | -37.3% | +32.6% | +13.9% |
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 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