+96.5%
STM vs ZYBT
-42.3%
+138.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.2% | -8.3% | -6.1% |
| 7D | -6.0% | -3.5% | -2.5% | -6.0% |
| 30D | -20.9% | +15.1% | -36.1% | -20.9% |
| 3M | -15.8% | +7.0% | -22.8% | -15.7% |
| 6M | -17.0% | +37.7% | -54.7% | -15.0% |
| YTD | +76.8% | +19.1% | +57.7% | +79.5% |
| 1Y | +96.5% | -38.3% | +134.8% | +112.1% |
| All | +96.5% | -42.3% | +138.8% | +112.1% |
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 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