+171.3%
SAP vs ZBRA
+425.5%
-254.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -5.1% | -3.8% | -1.3% | -4.0% |
| 30D | -1.8% | -10.2% | +8.4% | +1.3% |
| 3M | +20.9% | +58.7% | -37.7% | +4.1% |
| 6M | +7.0% | +61.9% | -54.9% | -9.1% |
| YTD | -13.7% | +41.7% | -55.4% | -24.1% |
| 1Y | -19.6% | +12.4% | -31.9% | -24.5% |
| 3Y | +52.4% | +34.2% | +18.2% | +29.3% |
| 5Y | +54.4% | -40.8% | +95.2% | +64.7% |
| All | +171.3% | +425.5% | -254.2% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling