+53.3%
SGI vs ZBRA
+33.8%
+19.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.2% |
| 7D | +0.6% | -1.8% | +2.4% | +1.2% |
| 30D | +5.5% | -8.8% | +14.3% | +8.5% |
| 3M | -3.6% | +47.2% | -50.8% | -16.2% |
| 6M | -15.0% | +61.3% | -76.3% | -29.0% |
| YTD | -23.0% | +42.0% | -65.0% | -33.4% |
| 1Y | -18.4% | +10.5% | -28.9% | -23.3% |
| All | +53.3% | +33.8% | +19.6% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling