+447.8%
SN vs ZBRA
+8.2%
+439.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.0% |
| 7D | +1.5% | +0.6% | +0.9% | +1.3% |
| 30D | +21.5% | -14.0% | +35.5% | +29.4% |
| 3M | +20.0% | -14.7% | +34.7% | +28.0% |
| 6M | +119.9% | +31.3% | +88.6% | +88.7% |
| YTD | +102.3% | +33.4% | +68.9% | +70.1% |
| 1Y | +148.0% | +34.1% | +113.9% | +108.1% |
| 3Y | +450.0% | +59.9% | +390.1% | +356.0% |
| All | +447.8% | +8.2% | +439.6% | +363.5% |
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