+104.2%
SPG vs ZBRA
-40.4%
+144.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.9% |
| 7D | -1.7% | -1.8% | +0.1% | -1.2% |
| 30D | -6.3% | -8.8% | +2.5% | -4.1% |
| 3M | -2.4% | +47.2% | -49.7% | -13.8% |
| 6M | +9.6% | +61.3% | -51.7% | -6.4% |
| YTD | +14.2% | +42.0% | -27.8% | +0.4% |
| 1Y | +19.3% | +10.5% | +8.8% | +12.8% |
| 3Y | +106.7% | +34.5% | +72.2% | +75.1% |
| 5Y | +104.2% | -40.3% | +144.5% | +132.6% |
| All | +104.2% | -40.4% | +144.6% | +132.6% |
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