+72.5%
SMR vs ZBRA
+33.4%
+39.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -5.4% |
| 7D | +4.7% | -3.8% | +8.5% | +6.8% |
| 30D | +3.2% | -10.2% | +13.4% | +9.7% |
| 3M | +9.9% | +58.7% | -48.8% | -21.5% |
| 6M | -15.1% | +61.9% | -77.0% | -41.3% |
| YTD | -27.9% | +41.7% | -69.6% | -46.4% |
| 1Y | -70.2% | +12.4% | -82.6% | -73.8% |
| All | +72.5% | +33.4% | +39.0% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling