+43.0%
SN vs ZYBT
-83.2%
+126.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | -9.3% | -6.9% | -2.4% | -9.3% |
| 30D | -4.8% | -31.8% | +27.0% | -4.8% |
| 3M | +40.4% | +94.0% | -53.6% | +42.1% |
| 6M | +50.9% | +99.0% | -48.1% | +51.4% |
| YTD | +54.9% | +40.0% | +14.9% | +56.4% |
| 1Y | +43.0% | -79.5% | +122.6% | +48.4% |
| All | +43.0% | -83.2% | +126.2% | +48.4% |
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