+4,437.5%
SITM vs ZBRA
+46.1%
+4,391.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | +0.3% |
| 7D | +3.7% | -1.8% | +5.5% | +5.3% |
| 30D | -14.5% | -8.8% | -5.7% | -7.7% |
| 3M | -10.6% | +47.2% | -57.8% | -38.7% |
| 6M | +65.5% | +61.3% | +4.2% | +2.8% |
| YTD | +67.0% | +42.0% | +25.0% | +11.9% |
| 1Y | +138.6% | +10.5% | +128.1% | +100.0% |
| 3Y | +421.8% | +34.5% | +387.3% | +264.1% |
| 5Y | +172.4% | -40.3% | +212.7% | +297.2% |
| All | +4,437.5% | +46.1% | +4,391.4% | +2,907.4% |
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