+589.4%
SE vs ZBRA
+222.3%
+367.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.7% |
| 7D | -6.1% | +1.8% | -7.9% | -7.0% |
| 30D | -2.5% | -1.7% | -0.8% | -1.6% |
| 3M | +21.7% | +47.8% | -26.0% | -4.9% |
| 6M | +27.0% | +56.7% | -29.7% | -4.6% |
| YTD | -12.1% | +49.4% | -61.5% | -33.5% |
| 1Y | -40.9% | +16.5% | -57.5% | -49.2% |
| 3Y | +191.0% | +31.5% | +159.5% | +115.4% |
| 5Y | -68.3% | -38.6% | -29.7% | -63.7% |
| All | +589.4% | +222.3% | +367.1% | +268.1% |
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