+19.0%
SPGI vs ZBRA
+34.1%
-15.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.7% |
| 7D | -2.5% | +2.6% | -5.0% | -2.9% |
| 30D | +5.4% | -6.4% | +11.8% | +6.5% |
| 3M | +9.0% | +51.3% | -42.2% | +0.1% |
| 6M | +0.8% | +60.5% | -59.7% | -9.2% |
| YTD | -12.6% | +45.2% | -57.8% | -19.7% |
| 1Y | -16.1% | +12.3% | -28.5% | -19.0% |
| 3Y | +19.0% | +37.5% | -18.5% | +5.5% |
| All | +19.0% | +34.1% | -15.1% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling