-14.3%
SW vs ZYBT
-57.8%
+43.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -6.7% | -2.5% | -4.3% | -6.7% |
| 30D | -14.2% | -1.2% | -12.9% | -14.2% |
| 3M | +9.4% | +76.7% | -67.3% | +11.7% |
| 6M | +0.8% | +103.6% | -102.8% | +2.1% |
| YTD | +12.4% | +38.3% | -25.9% | +14.5% |
| 1Y | -4.0% | -84.7% | +80.7% | +1.5% |
| All | -14.3% | -57.8% | +43.5% | -17.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling