+23.7%
SPGI vs ZBRA
+30.3%
-6.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | +1.0% |
| 7D | +1.2% | +0.6% | +0.6% | +1.2% |
| 30D | +15.9% | -14.0% | +29.9% | +16.1% |
| 3M | +12.3% | -14.7% | +27.0% | +12.4% |
| 6M | +23.7% | +31.3% | -7.6% | +22.2% |
| All | +23.7% | +30.3% | -6.6% | +22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling