+5,256.9%
SPG vs ZBRA
+2,951.1%
+2,305.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.3% |
| 7D | -2.4% | +1.8% | -4.2% | -2.8% |
| 30D | -6.8% | -1.7% | -5.1% | -6.6% |
| 3M | +2.7% | +47.8% | -45.1% | -6.8% |
| 6M | +5.5% | +56.7% | -51.3% | -5.8% |
| YTD | +15.7% | +49.4% | -33.7% | +3.9% |
| 1Y | +20.9% | +16.5% | +4.3% | +13.9% |
| 3Y | +112.4% | +31.5% | +80.9% | +91.1% |
| 5Y | +101.4% | -38.6% | +139.9% | +107.6% |
| 10Y | +60.6% | +421.0% | -360.3% | +9.6% |
| All | +5,256.9% | +2,951.1% | +2,305.8% | +2,658.3% |
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