-10.5%
SW vs ZYBT
-60.2%
+49.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -0.9% |
| 7D | +2.3% | +15.4% | -13.1% | +2.3% |
| 30D | +6.8% | +29.3% | -22.5% | +6.9% |
| 3M | -5.2% | -28.2% | +23.0% | -5.2% |
| 6M | +7.4% | +52.3% | -44.9% | +9.9% |
| YTD | +17.4% | +30.4% | -13.0% | +19.6% |
| 1Y | +27.1% | -29.2% | +56.3% | +30.9% |
| All | -10.5% | -60.2% | +49.7% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling