-14.3%
SW vs ZYBT
-58.4%
+44.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.0% | -4.7% |
| 7D | -7.0% | -3.7% | -3.3% | -7.0% |
| 30D | -10.5% | -12.8% | +2.3% | -10.5% |
| 3M | +3.0% | +76.2% | -73.2% | +5.1% |
| 6M | +2.3% | +109.3% | -107.0% | +3.6% |
| YTD | +12.4% | +36.5% | -24.2% | +14.5% |
| 1Y | -4.2% | -84.0% | +79.8% | +1.1% |
| All | -14.3% | -58.4% | +44.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling