+150.5%
SPMO vs ZBRA
-40.4%
+190.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.1% |
| 7D | -0.9% | -3.4% | +2.5% | -0.1% |
| 30D | -1.9% | -7.4% | +5.5% | -0.1% |
| 3M | -1.4% | +57.5% | -58.9% | -13.1% |
| 6M | +25.5% | +64.0% | -38.5% | +8.8% |
| YTD | +24.8% | +44.3% | -19.5% | +11.2% |
| 1Y | +24.5% | +10.9% | +13.6% | +18.4% |
| 3Y | +157.1% | +37.5% | +119.6% | +124.9% |
| All | +150.5% | -40.4% | +190.9% | +190.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling