+575.8%
SPMO vs ZBRA
+340.4%
+235.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | +2.7% | -1.8% | +4.5% | +3.2% |
| 30D | +1.1% | -8.8% | +9.9% | +3.4% |
| 3M | +2.0% | +47.2% | -45.2% | -8.6% |
| 6M | +26.5% | +61.3% | -34.8% | +10.1% |
| YTD | +26.5% | +42.0% | -15.5% | +13.1% |
| 1Y | +27.9% | +10.5% | +17.5% | +21.4% |
| 3Y | +160.4% | +34.5% | +125.9% | +128.8% |
| 5Y | +151.5% | -40.3% | +191.8% | +163.9% |
| 10Y | +526.3% | +421.5% | +104.8% | +355.5% |
| All | +575.8% | +340.4% | +235.4% | +394.7% |
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