-17.4%
SPGI vs ZBRA
+10.5%
-27.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.4% |
| 7D | -3.1% | -1.8% | -1.3% | -3.0% |
| 30D | +2.0% | -8.8% | +10.8% | +2.7% |
| 3M | +4.3% | +47.2% | -42.9% | +0.4% |
| 6M | -0.2% | +61.3% | -61.5% | -5.5% |
| YTD | -14.8% | +42.0% | -56.8% | -18.0% |
| All | -17.4% | +10.5% | -27.9% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling