-35.0%
SFM vs ZYBT
-42.3%
+7.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +3.6% |
| 7D | -12.3% | -3.5% | -8.7% | -12.3% |
| 30D | -16.2% | +15.1% | -31.3% | -16.2% |
| 3M | -36.8% | +7.0% | -43.8% | -36.8% |
| 6M | -32.6% | +37.7% | -70.3% | -31.1% |
| YTD | -31.7% | +19.1% | -50.8% | -30.8% |
| 1Y | -35.0% | -38.3% | +3.3% | -31.0% |
| All | -35.0% | -42.3% | +7.3% | -31.0% |
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