-7.0%
SONY vs ZYBT
-42.3%
+35.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +2.2% |
| 7D | +2.9% | -3.5% | +6.4% | +2.9% |
| 30D | +10.2% | +15.1% | -4.9% | +10.2% |
| 3M | +16.1% | +7.0% | +9.1% | +16.1% |
| 6M | +32.1% | +37.7% | -5.6% | +32.7% |
| YTD | +1.4% | +19.1% | -17.8% | +1.2% |
| 1Y | -7.0% | -38.3% | +31.3% | -2.4% |
| All | -7.0% | -42.3% | +35.3% | -2.4% |
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