+13.3%
SPOT vs ZYBT
-58.9%
+72.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.8% |
| 7D | -3.1% | -3.7% | +0.7% | -3.1% |
| 30D | +7.4% | 0.0% | +7.4% | +7.4% |
| 3M | +8.2% | +72.2% | -64.0% | +5.1% |
| 6M | +2.2% | +103.1% | -100.9% | -1.5% |
| YTD | -9.5% | +34.8% | -44.2% | -12.2% |
| 1Y | -23.8% | -83.2% | +59.3% | -23.4% |
| All | +13.3% | -58.9% | +72.2% | +6.2% |
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