-10.4%
SPGI vs ZYBT
-57.8%
+47.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.9% |
| 7D | -8.9% | -2.5% | -6.5% | -8.9% |
| 30D | +0.6% | -1.2% | +1.9% | +0.6% |
| 3M | +2.0% | +76.7% | -74.7% | +2.3% |
| 6M | +0.1% | +103.6% | -103.5% | -0.1% |
| YTD | -16.4% | +38.3% | -54.7% | -16.2% |
| 1Y | -18.9% | -84.7% | +65.8% | -16.4% |
| All | -10.4% | -57.8% | +47.4% | -15.0% |
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