+644.6%
STM vs ZBRA
+425.5%
+219.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.4% |
| 7D | -1.1% | -3.8% | +2.7% | +0.9% |
| 30D | -7.8% | -10.2% | +2.4% | -2.5% |
| 3M | -28.2% | +58.7% | -86.9% | -45.2% |
| 6M | +52.0% | +61.9% | -9.9% | +13.6% |
| YTD | +96.4% | +41.7% | +54.7% | +55.7% |
| 1Y | +98.8% | +12.4% | +86.5% | +77.1% |
| 3Y | +18.3% | +34.2% | -15.9% | -8.2% |
| 5Y | +17.7% | -40.8% | +58.5% | +37.1% |
| All | +644.6% | +425.5% | +219.0% | +254.9% |
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 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