+463.1%
STM vs ZBRA
+381.8%
+81.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.5% |
| 7D | +1.4% | -1.5% | +3.0% | +2.5% |
| 30D | -8.4% | -15.6% | +7.3% | 0.0% |
| 3M | -15.8% | -14.5% | -1.3% | -8.8% |
| 6M | -22.8% | +50.9% | -73.8% | -40.3% |
| YTD | +79.4% | +34.8% | +44.5% | +45.5% |
| 1Y | +97.0% | +28.3% | +68.7% | +64.1% |
| 3Y | +14.2% | +58.8% | -44.6% | -19.2% |
| 5Y | -4.5% | -44.0% | +39.6% | +14.8% |
| 10Y | +463.1% | +389.6% | +73.5% | +172.5% |
| All | +463.1% | +381.8% | +81.3% | +172.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling