+47.5%
SGI vs ZBRA
-40.9%
+88.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -4.9% | -3.8% | -1.1% | -3.4% |
| 30D | +1.6% | -10.2% | +11.8% | +6.1% |
| 3M | -3.2% | +58.7% | -61.9% | -22.0% |
| 6M | -16.0% | +61.9% | -78.0% | -33.7% |
| YTD | -25.4% | +41.7% | -67.1% | -38.2% |
| 1Y | -21.6% | +12.4% | -33.9% | -28.6% |
| 3Y | +52.9% | +34.2% | +18.7% | +19.5% |
| 5Y | +47.5% | -40.8% | +88.2% | +69.1% |
| All | +47.5% | -40.9% | +88.4% | +69.1% |
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 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