+165.5%
SITM vs ZBRA
+18.2%
+147.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.5% | +5.1% | +6.0% |
| 7D | +9.7% | +1.8% | +8.0% | +9.1% |
| 30D | +12.7% | -1.7% | +14.4% | +13.4% |
| 3M | -13.4% | +47.8% | -61.2% | -26.5% |
| 6M | +59.6% | +56.7% | +2.9% | +30.2% |
| YTD | +73.3% | +49.4% | +23.9% | +40.8% |
| 1Y | +165.5% | +16.5% | +149.0% | +168.3% |
| All | +165.5% | +18.2% | +147.4% | +168.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling