+109.0%
SPG vs ZBRA
+382.3%
-273.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.9% |
| 7D | +2.0% | +0.6% | +1.4% | +1.8% |
| 30D | +17.2% | -14.0% | +31.3% | +22.4% |
| 3M | +6.3% | -14.7% | +21.0% | +11.0% |
| 6M | +18.7% | +31.3% | -12.6% | +5.5% |
| YTD | +30.1% | +33.4% | -3.3% | +13.5% |
| 1Y | +32.8% | +34.1% | -1.4% | +15.4% |
| 3Y | +133.6% | +59.9% | +73.7% | +81.2% |
| 5Y | +84.4% | -45.3% | +129.6% | +104.0% |
| All | +109.0% | +382.3% | -273.3% | +49.2% |
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