-5.0%
SM vs ZYBT
-58.9%
+53.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | +4.6% | -3.7% | +8.3% | +4.6% |
| 30D | +18.2% | 0.0% | +18.2% | +18.2% |
| 3M | +22.5% | +72.2% | -49.7% | +22.4% |
| 6M | +50.6% | +103.1% | -52.6% | +48.2% |
| YTD | +108.1% | +34.8% | +73.3% | +107.2% |
| 1Y | +46.0% | -83.2% | +129.2% | +54.9% |
| All | -5.0% | -58.9% | +53.9% | -16.0% |
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