+1,535.1%
SRE vs ZBRA
+1,987.4%
-452.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.1% |
| 7D | +1.4% | +2.6% | -1.1% | +1.0% |
| 30D | +1.9% | -6.4% | +8.3% | +2.8% |
| 3M | -3.3% | +51.3% | -54.6% | -9.8% |
| 6M | -6.4% | +60.5% | -66.9% | -13.8% |
| YTD | -1.8% | +45.2% | -47.0% | -8.5% |
| 1Y | +10.7% | +12.3% | -1.6% | +6.9% |
| 3Y | +31.8% | +37.5% | -5.7% | +21.1% |
| 5Y | +49.2% | -39.2% | +88.4% | +51.2% |
| 10Y | +118.5% | +417.0% | -298.5% | +59.0% |
| All | +1,535.1% | +1,987.4% | -452.3% | +798.9% |
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