+122.2%
SLV vs ZYBT
-58.4%
+180.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.3% |
| 7D | +2.8% | -3.7% | +6.5% | +2.8% |
| 30D | +2.2% | -12.8% | +15.0% | +2.2% |
| 3M | +2.9% | +76.2% | -73.3% | +2.6% |
| 6M | -22.4% | +109.3% | -131.7% | -22.7% |
| YTD | -5.7% | +36.5% | -42.3% | -6.2% |
| 1Y | +63.3% | -84.0% | +147.3% | +61.9% |
| All | +122.2% | -58.4% | +180.5% | +117.1% |
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