+171.9%
SAP vs ZBRA
+435.2%
-263.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | -4.1% | -3.4% | -0.7% | -3.1% |
| 30D | +1.1% | -7.4% | +8.5% | +3.3% |
| 3M | +26.1% | +57.5% | -31.4% | +8.9% |
| 6M | +9.8% | +64.0% | -54.2% | -7.1% |
| YTD | -13.6% | +44.3% | -57.9% | -24.4% |
| 1Y | -18.7% | +10.9% | -29.6% | -23.3% |
| 3Y | +54.1% | +37.5% | +16.6% | +29.8% |
| 5Y | +54.7% | -39.7% | +94.4% | +64.2% |
| All | +171.9% | +435.2% | -263.4% | +68.7% |
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