-73.1%
SMR vs ZBRA
+18.2%
-91.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.0% |
| 7D | +4.4% | +1.8% | +2.6% | +3.8% |
| 30D | +3.4% | -1.7% | +5.1% | +4.0% |
| 3M | -19.2% | +47.8% | -66.9% | -31.0% |
| 6M | -22.6% | +56.7% | -79.4% | -36.0% |
| YTD | -31.5% | +49.4% | -80.9% | -43.1% |
| 1Y | -73.1% | +16.5% | -89.6% | -75.9% |
| All | -73.1% | +18.2% | -91.2% | -75.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling