-5.3%
SM vs ZYBT
-58.4%
+53.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | -0.2% | -3.7% | +3.5% | -0.2% |
| 30D | +20.3% | -12.8% | +33.1% | +20.3% |
| 3M | +22.9% | +76.2% | -53.3% | +22.8% |
| 6M | +47.8% | +109.3% | -61.5% | +45.4% |
| YTD | +107.5% | +36.5% | +70.9% | +106.5% |
| 1Y | +51.7% | -84.0% | +135.7% | +61.5% |
| All | -5.3% | -58.4% | +53.1% | -16.3% |
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