+156.7%
SMTC vs ZYBT
-58.9%
+215.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +5.1% |
| 7D | +13.1% | -3.7% | +16.8% | +13.1% |
| 30D | +19.5% | 0.0% | +19.5% | +19.4% |
| 3M | +2.2% | +72.2% | -70.0% | +1.2% |
| 6M | +94.9% | +103.1% | -8.3% | +89.8% |
| YTD | +127.0% | +34.8% | +92.2% | +124.2% |
| 1Y | +174.6% | -83.2% | +257.7% | +189.9% |
| All | +156.7% | -58.9% | +215.6% | +174.3% |
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