+2,439.3%
SAP vs ZBRA
+2,254.3%
+185.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.9% |
| 7D | -3.9% | -1.2% | -2.7% | -3.6% |
| 30D | +6.5% | -17.8% | +24.3% | +12.6% |
| 3M | +14.7% | -16.0% | +30.7% | +20.3% |
| 6M | +39.9% | +31.4% | +8.5% | +26.6% |
| YTD | -2.0% | +30.9% | -32.9% | -12.1% |
| 1Y | -6.0% | +24.3% | -30.3% | -14.5% |
| 3Y | +67.7% | +54.2% | +13.5% | +36.9% |
| 5Y | +78.8% | -46.3% | +125.1% | +94.2% |
| 10Y | +229.3% | +375.2% | -145.9% | +74.3% |
| All | +2,439.3% | +2,254.3% | +185.0% | +610.1% |
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