+45.5%
SRE vs ZBRA
-40.4%
+85.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.0% |
| 7D | -0.8% | -3.4% | +2.6% | -0.4% |
| 30D | -3.0% | -7.4% | +4.4% | -2.1% |
| 3M | -8.3% | +57.5% | -65.8% | -14.5% |
| 6M | -8.9% | +64.0% | -72.9% | -15.9% |
| YTD | -4.3% | +44.3% | -48.6% | -10.2% |
| 1Y | +2.7% | +10.9% | -8.1% | +0.1% |
| 3Y | +28.7% | +37.5% | -8.9% | +18.4% |
| All | +45.5% | -40.4% | +85.9% | +51.0% |
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