+98.6%
STM vs ZYBT
-58.4%
+157.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +1.7% | -3.7% | +5.3% | +1.7% |
| 30D | -5.2% | -12.8% | +7.6% | -5.2% |
| 3M | -29.6% | +76.2% | -105.8% | -29.5% |
| 6M | +54.4% | +109.3% | -55.0% | +51.7% |
| YTD | +99.5% | +36.5% | +63.0% | +98.8% |
| 1Y | +100.8% | -84.0% | +184.8% | +112.5% |
| All | +98.6% | -58.4% | +157.0% | +76.9% |
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