-38.3%
ZYBT vs SARO
-7.8%
-30.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.1% |
| 7D | -3.5% | +15.8% | -19.3% | -4.3% |
| 30D | +15.1% | +22.2% | -7.1% | +13.9% |
| 3M | +7.0% | -16.2% | +23.2% | +10.2% |
| 6M | +37.7% | +4.6% | +33.1% | +33.4% |
| YTD | +19.1% | -10.4% | +29.5% | +20.0% |
| 1Y | -38.3% | -6.5% | -31.8% | -38.0% |
| All | -38.3% | -7.8% | -30.5% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling