+3,094.0%
SPY vs ZBRA
+6,562.6%
-3,468.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +0.1% | +1.8% | -1.7% | -0.3% |
| 30D | +0.1% | -1.7% | +1.7% | +0.3% |
| 3M | +2.0% | +47.8% | -45.8% | -7.0% |
| 6M | +13.0% | +56.7% | -43.7% | +1.4% |
| YTD | +13.5% | +49.4% | -35.8% | +2.4% |
| 1Y | +20.0% | +16.5% | +3.4% | +13.5% |
| 3Y | +77.2% | +31.5% | +45.7% | +59.9% |
| 5Y | +81.9% | -38.6% | +120.5% | +87.5% |
| 10Y | +314.1% | +421.0% | -106.9% | +174.4% |
| All | +3,094.0% | +6,562.6% | -3,468.5% | +1,278.6% |
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