+559.2%
SPYG vs ZBRA
+1,527.0%
-967.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.3% |
| 7D | +0.3% | -1.8% | +2.1% | +0.9% |
| 30D | -1.7% | -8.8% | +7.1% | +1.1% |
| 3M | +3.6% | +47.2% | -43.6% | -9.6% |
| 6M | +16.6% | +61.3% | -44.7% | -1.8% |
| YTD | +13.4% | +42.0% | -28.6% | -1.4% |
| 1Y | +19.6% | +10.5% | +9.1% | +11.8% |
| 3Y | +99.8% | +34.5% | +65.3% | +69.4% |
| 5Y | +85.0% | -40.3% | +125.2% | +96.4% |
| 10Y | +422.1% | +421.5% | +0.6% | +167.9% |
| All | +559.2% | +1,527.0% | -967.8% | +76.4% |
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