-14.4%
SMR vs ZBRA
-15.2%
+0.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.8% | -17.5% | -16.5% |
| 7D | -11.2% | -3.4% | -7.8% | -10.1% |
| 30D | -10.2% | -7.4% | -2.8% | -7.4% |
| 3M | -10.0% | +57.5% | -67.5% | -29.4% |
| 6M | -30.5% | +64.0% | -94.4% | -46.9% |
| YTD | -39.2% | +44.3% | -83.5% | -51.2% |
| 1Y | -75.5% | +10.9% | -86.4% | -77.6% |
| 3Y | +45.4% | +37.5% | +7.9% | +22.7% |
| All | -14.4% | -15.2% | +0.8% | -28.3% |
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