+57.9%
SO vs ZBRA
-40.4%
+98.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.7% |
| 7D | 0.0% | -1.8% | +1.8% | +0.1% |
| 30D | -2.5% | -8.8% | +6.3% | -2.2% |
| 3M | -4.2% | +47.2% | -51.4% | -5.8% |
| 6M | -7.7% | +61.3% | -69.0% | -9.6% |
| YTD | +3.8% | +42.0% | -38.2% | +2.0% |
| 1Y | +0.1% | +10.5% | -10.4% | -0.5% |
| 3Y | +44.2% | +34.5% | +9.7% | +38.6% |
| 5Y | +57.9% | -40.3% | +98.2% | +57.9% |
| All | +57.9% | -40.4% | +98.3% | +57.9% |
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