+262.8%
SGI vs ZBRA
+435.2%
-172.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.9% | +0.2% |
| 7D | -4.5% | -3.4% | -1.0% | -3.0% |
| 30D | +4.2% | -7.4% | +11.6% | +7.6% |
| 3M | -7.4% | +57.5% | -65.0% | -25.7% |
| 6M | -15.1% | +64.0% | -79.0% | -33.7% |
| YTD | -24.7% | +44.3% | -69.0% | -38.4% |
| 1Y | -21.8% | +10.9% | -32.6% | -28.7% |
| 3Y | +50.0% | +37.5% | +12.5% | +17.0% |
| 5Y | +48.9% | -39.7% | +88.6% | +65.1% |
| All | +262.8% | +435.2% | -172.5% | +98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling