-85.6%
SMR vs ZYBT
-42.3%
-43.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.7% | -4.5% |
| 7D | -9.5% | -3.5% | -6.0% | -9.5% |
| 30D | -33.2% | +15.1% | -48.3% | -33.3% |
| 3M | -45.9% | +7.0% | -53.0% | -46.0% |
| 6M | -57.9% | +37.7% | -95.6% | -58.5% |
| YTD | -63.8% | +19.1% | -82.9% | -64.9% |
| 1Y | -85.6% | -38.3% | -47.3% | -85.7% |
| All | -85.6% | -42.3% | -43.3% | -85.7% |
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