+38.1%
SOXX vs ZYBT
-29.6%
+67.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.7% | -5.2% | +3.5% |
| 7D | -13.1% | +15.4% | -28.5% | -13.1% |
| 30D | -29.7% | +29.3% | -59.0% | -29.7% |
| 3M | -23.0% | -28.2% | +5.2% | -23.0% |
| 6M | -19.1% | +52.3% | -71.4% | -18.4% |
| YTD | +36.2% | +30.4% | +5.8% | +36.3% |
| 1Y | +38.1% | -29.2% | +67.4% | +43.8% |
| All | +38.1% | -29.6% | +67.7% | +43.8% |
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