-68.1%
ZYBT vs SPY
+30.1%
-98.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.2% |
| 7D | -3.7% | -0.8% | -3.0% | -3.1% |
| 30D | 0.0% | -1.1% | +1.1% | +0.9% |
| 3M | +72.2% | +3.9% | +68.4% | +62.3% |
| 6M | +103.1% | +13.6% | +89.5% | +64.7% |
| YTD | +34.8% | +12.7% | +22.1% | +11.5% |
| 1Y | -83.2% | +17.5% | -100.7% | -86.8% |
| All | -68.1% | +30.1% | -98.2% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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