-20.7%
SPXU vs ZYBT
-37.3%
+16.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.7% | +12.5% | +13.2% |
| 7D | +14.2% | -3.5% | +17.7% | +14.2% |
| 30D | +19.3% | +24.3% | -5.0% | +19.3% |
| 3M | +16.2% | -41.5% | +57.7% | +16.2% |
| 6M | -3.5% | +58.6% | -62.1% | -4.5% |
| YTD | -19.2% | +20.0% | -39.2% | -21.1% |
| 1Y | -20.7% | -35.2% | +14.5% | -28.8% |
| All | -20.7% | -37.3% | +16.6% | -28.8% |
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 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