-6.3%
SPGI vs ZYBT
-58.1%
+51.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -3.2% |
| 7D | -2.5% | -4.2% | +1.8% | -2.5% |
| 30D | +5.4% | -16.4% | +21.8% | +5.4% |
| 3M | +9.0% | +82.9% | -73.8% | +9.3% |
| 6M | +0.8% | +110.7% | -109.9% | +0.5% |
| YTD | -12.6% | +37.4% | -50.0% | -12.3% |
| 1Y | -16.1% | -80.6% | +64.5% | -13.9% |
| All | -6.3% | -58.1% | +51.8% | -11.1% |
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