+247.9%
SOXX vs ZBRA
-40.4%
+288.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | 0.0% | +0.9% |
| 7D | +1.4% | -3.4% | +4.8% | +3.1% |
| 30D | -3.6% | -7.4% | +3.8% | +0.1% |
| 3M | -10.2% | +57.5% | -67.7% | -30.5% |
| 6M | +54.2% | +64.0% | -9.7% | +15.5% |
| YTD | +75.2% | +44.3% | +30.9% | +38.2% |
| 1Y | +107.5% | +10.9% | +96.6% | +88.1% |
| 3Y | +226.8% | +37.5% | +189.2% | +153.2% |
| All | +247.9% | -40.4% | +288.3% | +355.1% |
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