+319.5%
SN vs ZBRA
+21.2%
+298.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.7% |
| 7D | -9.3% | +1.8% | -11.1% | -10.0% |
| 30D | -4.8% | -1.7% | -3.1% | -4.1% |
| 3M | +40.4% | +47.8% | -7.3% | +15.3% |
| 6M | +50.9% | +56.7% | -5.8% | +19.6% |
| YTD | +54.9% | +49.4% | +5.6% | +24.6% |
| 1Y | +43.0% | +16.5% | +26.5% | +28.5% |
| 3Y | +391.8% | +31.5% | +360.4% | +295.5% |
| All | +319.5% | +21.2% | +298.4% | +239.5% |
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 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