+23.3%
SGI vs ZYBT
-58.9%
+82.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.0% |
| 7D | -4.5% | -3.7% | -0.7% | -4.5% |
| 30D | +4.2% | 0.0% | +4.2% | +4.2% |
| 3M | -7.4% | +72.2% | -79.7% | -4.8% |
| 6M | -15.1% | +103.1% | -118.2% | -13.3% |
| YTD | -24.7% | +34.8% | -59.5% | -22.7% |
| 1Y | -21.8% | -83.2% | +61.4% | -17.2% |
| All | +23.3% | -58.9% | +82.2% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling