-60.4%
SMR vs ZYBT
-58.9%
-1.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -2.5% | -13.2% | -15.7% |
| 7D | -11.2% | -3.7% | -7.5% | -11.2% |
| 30D | -10.2% | 0.0% | -10.2% | -10.2% |
| 3M | -10.0% | +72.2% | -82.3% | -13.3% |
| 6M | -30.5% | +103.1% | -133.6% | -34.3% |
| YTD | -39.2% | +34.8% | -74.0% | -41.6% |
| 1Y | -75.5% | -83.2% | +7.6% | -74.9% |
| All | -60.4% | -58.9% | -1.5% | -59.9% |
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