+41.4%
SGI vs ZBRA
-45.5%
+86.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.6% |
| 7D | -5.3% | +0.6% | -5.9% | -5.5% |
| 30D | -2.1% | -14.0% | +12.0% | +3.9% |
| 3M | -8.2% | -14.7% | +6.5% | -2.4% |
| 6M | -4.6% | +31.3% | -35.9% | -17.6% |
| YTD | -31.5% | +33.4% | -64.9% | -42.2% |
| 1Y | -30.8% | +34.1% | -64.9% | -41.8% |
| 3Y | +67.2% | +59.9% | +7.3% | +16.4% |
| All | +41.4% | -45.5% | +86.8% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling