-15.1%
SMR vs ZYBT
+105.2%
-120.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.8% | -5.6% |
| 7D | +4.7% | -2.5% | +7.2% | +4.7% |
| 30D | +3.2% | -1.2% | +4.5% | +3.2% |
| 3M | +9.9% | +76.7% | -66.8% | +7.4% |
| 6M | -15.1% | +103.6% | -118.7% | -19.3% |
| All | -15.1% | +105.2% | -120.3% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling