+57.0%
SN vs ZYBT
-58.9%
+115.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.1% |
| 7D | -7.3% | -3.7% | -3.5% | -7.3% |
| 30D | -13.6% | 0.0% | -13.6% | -13.6% |
| 3M | +18.6% | +72.2% | -53.6% | +19.2% |
| 6M | +46.0% | +103.1% | -57.2% | +44.2% |
| YTD | +43.7% | +34.8% | +8.9% | +43.8% |
| 1Y | +39.2% | -83.2% | +122.3% | +48.9% |
| All | +57.0% | -58.9% | +115.8% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling