-67.7%
ZYBT vs SPY
+29.8%
-97.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.3% |
| 7D | -3.7% | -0.4% | -3.3% | -3.4% |
| 30D | -12.8% | -1.4% | -11.4% | -11.8% |
| 3M | +76.2% | +3.7% | +72.5% | +66.0% |
| 6M | +109.3% | +13.0% | +96.3% | +70.8% |
| YTD | +36.5% | +12.4% | +24.1% | +13.2% |
| 1Y | -84.0% | +18.5% | -102.5% | -87.6% |
| All | -67.7% | +29.8% | -97.5% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling