+72.6%
SPY vs ZBRA
-45.5%
+118.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.9% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | -2.0% | -14.0% | +12.1% | +1.7% |
| 3M | -2.8% | -14.7% | +11.9% | +0.9% |
| 6M | +2.1% | +31.3% | -29.2% | -6.7% |
| YTD | +11.5% | +33.4% | -21.9% | +0.3% |
| 1Y | +13.5% | +34.1% | -20.7% | +1.8% |
| 3Y | +77.7% | +59.9% | +17.8% | +44.1% |
| All | +72.6% | -45.5% | +118.0% | +99.0% |
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