+70.9%
SN vs ZYBT
-58.1%
+129.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.0% |
| 7D | +0.1% | -4.2% | +4.4% | +0.1% |
| 30D | -5.6% | -16.4% | +10.8% | -5.6% |
| 3M | +48.1% | +82.9% | -34.8% | +48.5% |
| 6M | +57.6% | +110.7% | -53.0% | +55.6% |
| YTD | +56.5% | +37.4% | +19.1% | +56.6% |
| 1Y | +52.6% | -80.6% | +133.2% | +62.2% |
| All | +70.9% | -58.1% | +129.0% | +57.6% |
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