+25,550.4%
SCHW vs ZBRA
+8,909.5%
+16,640.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.7% |
| 7D | -1.9% | -3.4% | +1.5% | -0.7% |
| 30D | -1.6% | -7.4% | +5.8% | +0.8% |
| 3M | +21.3% | +57.5% | -36.2% | +2.1% |
| 6M | +16.5% | +64.0% | -47.5% | -4.2% |
| YTD | +8.4% | +44.3% | -35.9% | -7.5% |
| 1Y | +15.6% | +10.9% | +4.8% | +7.0% |
| 3Y | +86.8% | +37.5% | +49.3% | +54.4% |
| 5Y | +60.5% | -39.7% | +100.2% | +68.7% |
| 10Y | +297.7% | +429.9% | -132.2% | +89.1% |
| All | +25,550.4% | +8,909.5% | +16,640.8% | +4,850.8% |
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