+3.1%
SPMO vs ZYBT
-37.3%
+40.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.7% | -8.0% | -7.3% |
| 7D | -14.0% | -3.5% | -10.5% | -14.0% |
| 30D | -20.0% | +24.3% | -44.3% | -20.0% |
| 3M | -18.4% | -41.5% | +23.1% | -18.4% |
| 6M | -10.9% | +58.6% | -69.5% | -10.9% |
| YTD | +3.2% | +20.0% | -16.8% | +3.1% |
| 1Y | +3.1% | -35.2% | +38.3% | +5.4% |
| All | +3.1% | -37.3% | +40.4% | +5.4% |
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