+115.3%
SPOT vs ZBRA
-40.4%
+155.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | +0.2% |
| 7D | -3.1% | -3.4% | +0.3% | -2.0% |
| 30D | +7.4% | -7.4% | +14.8% | +9.9% |
| 3M | +8.2% | +57.5% | -49.3% | -9.6% |
| 6M | +2.2% | +64.0% | -61.8% | -16.6% |
| YTD | -9.5% | +44.3% | -53.8% | -23.8% |
| 1Y | -23.8% | +10.9% | -34.7% | -29.3% |
| 3Y | +233.5% | +37.5% | +195.9% | +155.6% |
| All | +115.3% | -40.4% | +155.7% | +155.2% |
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 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