-7.0%
SW vs ZYBT
-57.3%
+50.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.3% |
| 7D | -5.1% | -6.9% | +1.8% | -5.1% |
| 30D | -4.6% | -31.8% | +27.2% | -4.6% |
| 3M | +9.4% | +94.0% | -84.6% | +11.5% |
| 6M | +3.5% | +99.0% | -95.5% | +4.9% |
| YTD | +22.0% | +40.0% | -18.0% | +24.3% |
| 1Y | +2.2% | -79.5% | +81.8% | +7.3% |
| All | -7.0% | -57.3% | +50.3% | -10.2% |
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