+98.3%
SPYG vs ZBRA
+35.9%
+62.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.4% |
| 7D | -0.9% | -3.4% | +2.5% | -0.1% |
| 30D | -1.5% | -7.4% | +5.9% | +0.2% |
| 3M | +3.7% | +57.5% | -53.8% | -8.4% |
| 6M | +16.4% | +64.0% | -47.6% | +1.1% |
| YTD | +13.3% | +44.3% | -31.0% | +1.1% |
| 1Y | +17.9% | +10.9% | +7.0% | +12.8% |
| 3Y | +98.3% | +37.5% | +60.8% | +78.3% |
| All | +98.3% | +35.9% | +62.4% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling