+475.9%
SITM vs ZBRA
+35.9%
+440.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.7% | +4.3% |
| 7D | +3.9% | -3.4% | +7.3% | +6.4% |
| 30D | -6.6% | -7.4% | +0.8% | -1.3% |
| 3M | -11.9% | +57.5% | -69.4% | -39.1% |
| 6M | +81.1% | +64.0% | +17.2% | +18.5% |
| YTD | +80.0% | +44.3% | +35.7% | +26.3% |
| 1Y | +145.8% | +10.9% | +135.0% | +118.2% |
| 3Y | +475.9% | +37.5% | +438.4% | +337.3% |
| All | +475.9% | +35.9% | +440.0% | +337.3% |
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 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