+134.8%
SEI vs ZYBT
-58.9%
+193.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +5.1% |
| 7D | +22.6% | -3.7% | +26.3% | +22.6% |
| 30D | +9.1% | 0.0% | +9.1% | +9.1% |
| 3M | -11.3% | +72.2% | -83.6% | -12.0% |
| 6M | +22.0% | +103.1% | -81.1% | +19.2% |
| YTD | +47.3% | +34.8% | +12.5% | +45.3% |
| 1Y | +124.8% | -83.2% | +207.9% | +131.1% |
| All | +134.8% | -58.9% | +193.7% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling