+58.7%
SN vs ZYBT
-57.8%
+116.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.2% | -4.0% |
| 7D | -7.2% | -2.5% | -4.8% | -7.2% |
| 30D | -13.4% | -1.2% | -12.1% | -13.4% |
| 3M | +26.8% | +76.7% | -49.9% | +27.4% |
| 6M | +44.6% | +103.6% | -59.0% | +43.0% |
| YTD | +45.3% | +38.3% | +7.0% | +45.4% |
| 1Y | +40.1% | -84.7% | +124.8% | +50.6% |
| All | +58.7% | -57.8% | +116.5% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling