+216.5%
SLV vs ZBRA
+425.5%
-209.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.3% |
| 7D | -5.0% | -3.8% | -1.3% | -4.7% |
| 30D | -1.8% | -10.2% | +8.4% | -0.9% |
| 3M | -0.3% | +58.7% | -59.0% | -4.6% |
| 6M | -28.2% | +61.9% | -90.1% | -31.5% |
| YTD | -10.7% | +41.7% | -52.4% | -14.2% |
| 1Y | +53.7% | +12.4% | +41.4% | +50.5% |
| 3Y | +173.7% | +34.2% | +139.5% | +161.0% |
| 5Y | +161.5% | -40.8% | +202.2% | +159.5% |
| All | +216.5% | +425.5% | -209.1% | +166.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling