+11.1%
SMR vs ZBRA
-14.6%
+25.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.8% | +18.1% | +16.5% |
| 7D | +21.4% | +2.6% | +18.8% | +19.8% |
| 30D | +13.8% | -6.4% | +20.2% | +17.1% |
| 3M | +3.9% | +51.3% | -47.4% | -16.6% |
| 6M | -4.2% | +60.5% | -64.7% | -26.1% |
| YTD | -21.1% | +45.2% | -66.3% | -36.8% |
| 1Y | -67.1% | +12.3% | -79.4% | -70.1% |
| 3Y | +88.9% | +37.5% | +51.3% | +59.3% |
| All | +11.1% | -14.6% | +25.8% | -7.1% |
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