+327.2%
SMH vs ZBRA
-40.4%
+367.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.4% | +0.6% |
| 7D | +0.3% | -3.4% | +3.7% | +1.8% |
| 30D | -2.8% | -7.4% | +4.6% | +0.7% |
| 3M | -6.7% | +57.5% | -64.2% | -26.8% |
| 6M | +41.8% | +64.0% | -22.2% | +7.9% |
| YTD | +57.9% | +44.3% | +13.6% | +26.3% |
| 1Y | +87.6% | +10.9% | +76.8% | +70.8% |
| 3Y | +282.9% | +37.5% | +245.4% | +199.1% |
| All | +327.2% | -40.4% | +367.6% | +459.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling