-83.2%
ZYBT vs SARO
-10.7%
-72.5%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.2% | -2.9% |
| 7D | -3.7% | -3.1% | -0.6% | -3.0% |
| 30D | 0.0% | -12.2% | +12.2% | +2.8% |
| 3M | +72.2% | -7.4% | +79.6% | +72.0% |
| 6M | +103.1% | -15.3% | +118.4% | +110.6% |
| YTD | +34.8% | -16.2% | +51.0% | +35.5% |
| 1Y | -83.2% | -12.1% | -71.1% | -83.6% |
| All | -83.2% | -10.7% | -72.5% | -83.6% |
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