+124.5%
SMH vs ZYBT
-58.9%
+183.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.5% |
| 7D | +0.3% | -3.7% | +4.0% | +0.3% |
| 30D | -2.8% | 0.0% | -2.8% | -2.8% |
| 3M | -6.7% | +72.2% | -78.9% | -7.2% |
| 6M | +41.8% | +103.1% | -61.4% | +39.7% |
| YTD | +57.9% | +34.8% | +23.1% | +56.6% |
| 1Y | +87.6% | -83.2% | +170.8% | +92.1% |
| All | +124.5% | -58.9% | +183.4% | +114.6% |
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