+1,270.6%
SMH vs ZBRA
+1,410.2%
-139.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.1% |
| 7D | +4.3% | -1.8% | +6.1% | +5.1% |
| 30D | +0.9% | -8.8% | +9.7% | +5.2% |
| 3M | -2.8% | +47.2% | -50.1% | -20.8% |
| 6M | +45.6% | +61.3% | -15.7% | +12.6% |
| YTD | +59.5% | +42.0% | +17.5% | +29.3% |
| 1Y | +93.4% | +10.5% | +83.0% | +75.3% |
| 3Y | +287.1% | +34.5% | +252.6% | +209.7% |
| 5Y | +338.0% | -40.3% | +378.3% | +397.5% |
| 10Y | +1,876.8% | +421.5% | +1,455.3% | +667.6% |
| All | +1,270.6% | +1,410.2% | -139.6% | +106.1% |
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 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