+5,922.7%
SPG vs ZBRA
+2,625.2%
+3,297.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.7% |
| 7D | +2.0% | +0.6% | +1.4% | +1.8% |
| 30D | +17.2% | -14.0% | +31.3% | +20.8% |
| 3M | +6.3% | -14.7% | +21.0% | +9.5% |
| 6M | +18.7% | +31.3% | -12.6% | +10.0% |
| YTD | +30.1% | +33.4% | -3.3% | +19.2% |
| 1Y | +32.8% | +34.1% | -1.4% | +21.4% |
| 3Y | +133.6% | +59.9% | +73.7% | +101.6% |
| 5Y | +84.4% | -45.3% | +129.6% | +94.2% |
| 10Y | +114.3% | +384.4% | -270.1% | +48.5% |
| All | +5,922.7% | +2,625.2% | +3,297.5% | +3,066.2% |
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 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