+62.0%
SPG vs ZBRA
+425.5%
-363.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.2% | -3.8% | +1.6% | -1.1% |
| 30D | -5.8% | -10.2% | +4.4% | -2.7% |
| 3M | -2.8% | +58.7% | -61.5% | -17.8% |
| 6M | +8.9% | +61.9% | -53.0% | -9.5% |
| YTD | +14.3% | +41.7% | -27.4% | -1.6% |
| 1Y | +19.5% | +12.4% | +7.1% | +10.5% |
| 3Y | +106.9% | +34.2% | +72.7% | +72.0% |
| 5Y | +108.7% | -40.8% | +149.5% | +125.5% |
| All | +62.0% | +425.5% | -363.6% | +16.8% |
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