-75.5%
SMR vs ZBRA
+14.4%
-90.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.8% | -17.5% | -16.3% |
| 7D | -11.2% | -3.4% | -7.8% | -10.4% |
| 30D | -10.2% | -7.4% | -2.8% | -8.1% |
| 3M | -10.0% | +57.5% | -67.5% | -25.7% |
| 6M | -30.5% | +64.0% | -94.4% | -43.9% |
| YTD | -39.2% | +44.3% | -83.5% | -49.0% |
| 1Y | -75.5% | +10.9% | -86.4% | -78.4% |
| All | -75.5% | +14.4% | -90.0% | -78.4% |
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 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