+5,845.9%
SO vs ZBRA
+8,319.9%
-2,474.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | +0.8% | -1.5% | +2.3% | +0.9% |
| 30D | +7.8% | -15.6% | +23.4% | +8.8% |
| 3M | +2.9% | -14.5% | +17.5% | +3.7% |
| 6M | +2.5% | +50.9% | -48.5% | -0.3% |
| YTD | +10.3% | +34.8% | -24.6% | +7.7% |
| 1Y | +6.4% | +28.3% | -22.0% | +4.2% |
| 3Y | +52.8% | +58.8% | -6.0% | +46.0% |
| 5Y | +78.7% | -44.0% | +122.7% | +80.1% |
| 10Y | +196.3% | +389.6% | -193.3% | +164.7% |
| All | +5,845.9% | +8,319.9% | -2,474.0% | +4,800.0% |
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