+67.8%
SAP vs ZBRA
+60.2%
+7.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.2% |
| 7D | -2.5% | -1.5% | -1.0% | -2.2% |
| 30D | +7.5% | -15.6% | +23.1% | +11.2% |
| 3M | +11.6% | -14.5% | +26.2% | +15.1% |
| 6M | +37.6% | +50.9% | -13.3% | +24.3% |
| YTD | -2.0% | +34.8% | -36.8% | -9.6% |
| 1Y | -6.4% | +28.3% | -34.7% | -12.8% |
| All | +67.8% | +60.2% | +7.6% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling