+2,439.8%
SAP vs ZBRA
+2,325.5%
+114.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.4% |
| 7D | -2.5% | -1.5% | -1.0% | -2.1% |
| 30D | +7.5% | -15.6% | +23.1% | +12.8% |
| 3M | +11.6% | -14.5% | +26.2% | +16.6% |
| 6M | +37.6% | +50.9% | -13.3% | +19.1% |
| YTD | -2.0% | +34.8% | -36.8% | -12.9% |
| 1Y | -6.4% | +28.3% | -34.7% | -15.7% |
| 3Y | +67.7% | +58.8% | +8.9% | +35.7% |
| 5Y | +75.7% | -44.0% | +119.8% | +88.6% |
| 10Y | +229.3% | +389.6% | -160.3% | +72.8% |
| All | +2,439.8% | +2,325.5% | +114.3% | +604.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling