+648.8%
SEI vs ZBRA
+247.7%
+401.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -5.1% |
| 7D | +20.7% | -3.8% | +24.4% | +22.4% |
| 30D | +9.1% | -10.2% | +19.3% | +14.0% |
| 3M | -6.0% | +58.7% | -64.7% | -25.9% |
| 6M | +18.9% | +61.9% | -43.0% | -7.8% |
| YTD | +40.1% | +41.7% | -1.5% | +13.9% |
| 1Y | +120.6% | +12.4% | +108.3% | +98.8% |
| 3Y | +562.1% | +34.2% | +528.0% | +441.8% |
| 5Y | +954.5% | -40.8% | +995.2% | +1,066.8% |
| All | +648.8% | +247.7% | +401.1% | +368.9% |
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 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