+196.4%
SO vs ZBRA
+382.3%
-185.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | +1.4% | +0.6% | +0.7% | +1.3% |
| 30D | +4.7% | -14.0% | +18.7% | +6.1% |
| 3M | +1.7% | -14.7% | +16.3% | +3.1% |
| 6M | +2.2% | +31.3% | -29.1% | -1.4% |
| YTD | +10.0% | +33.4% | -23.5% | +5.5% |
| 1Y | +6.0% | +34.1% | -28.1% | +1.6% |
| 3Y | +54.1% | +59.9% | -5.8% | +39.1% |
| 5Y | +79.6% | -45.3% | +124.9% | +87.6% |
| All | +196.4% | +382.3% | -185.9% | +137.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling