+44.4%
SITM vs ZYBT
-42.3%
+86.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.2% | -11.6% | -9.4% |
| 7D | -19.5% | -3.5% | -16.0% | -19.5% |
| 30D | -43.2% | +15.1% | -58.3% | -43.2% |
| 3M | -30.8% | +7.0% | -37.9% | -30.8% |
| 6M | -28.6% | +37.7% | -66.3% | -26.8% |
| YTD | +14.2% | +19.1% | -5.0% | +21.3% |
| 1Y | +44.4% | -38.3% | +82.7% | +76.5% |
| All | +44.4% | -42.3% | +86.7% | +76.5% |
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 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