+27.7%
SPG vs ZYBT
-58.9%
+86.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.1% |
| 7D | -1.2% | -3.7% | +2.6% | -1.1% |
| 30D | -6.1% | 0.0% | -6.1% | -6.1% |
| 3M | -3.6% | +72.2% | -75.9% | -3.7% |
| 6M | +10.4% | +103.1% | -92.7% | +9.4% |
| YTD | +14.4% | +34.8% | -20.4% | +14.3% |
| 1Y | +16.5% | -83.2% | +99.7% | +22.1% |
| All | +27.7% | -58.9% | +86.6% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling