+1,872.3%
SGI vs ZBRA
+783.2%
+1,089.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.2% |
| 7D | +8.5% | +1.8% | +6.8% | +7.7% |
| 30D | +0.7% | -1.7% | +2.4% | +1.4% |
| 3M | +0.6% | +47.8% | -47.2% | -19.0% |
| 6M | -17.9% | +56.7% | -74.7% | -36.5% |
| YTD | -21.2% | +49.4% | -70.6% | -38.3% |
| 1Y | -18.9% | +16.5% | -35.4% | -29.0% |
| 3Y | +52.6% | +31.5% | +21.2% | +18.5% |
| 5Y | +60.7% | -38.6% | +99.3% | +77.8% |
| 10Y | +278.1% | +421.0% | -142.8% | +24.6% |
| All | +1,872.3% | +783.2% | +1,089.1% | +206.3% |
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