+13,540.0%
SPGI vs ZBRA
+9,227.6%
+4,312.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -1.9% |
| 7D | +0.1% | +1.8% | -1.6% | -0.2% |
| 30D | +8.4% | -1.7% | +10.1% | +8.7% |
| 3M | +11.8% | +47.8% | -35.9% | +2.3% |
| 6M | +5.7% | +56.7% | -51.0% | -4.8% |
| YTD | -9.7% | +49.4% | -59.1% | -18.1% |
| 1Y | -12.5% | +16.5% | -29.0% | -17.1% |
| 3Y | +21.8% | +31.5% | -9.6% | +10.2% |
| 5Y | +8.2% | -38.6% | +46.8% | +11.1% |
| 10Y | +309.5% | +421.0% | -111.4% | +182.4% |
| All | +13,540.0% | +9,227.6% | +4,312.4% | +6,855.2% |
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