+22.5%
STM vs ZBRA
-39.4%
+61.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.9% |
| 7D | +5.2% | +2.6% | +2.6% | +3.9% |
| 30D | -7.4% | -6.4% | -1.0% | -4.3% |
| 3M | -30.6% | +51.3% | -81.9% | -45.4% |
| 6M | +66.4% | +60.5% | +5.9% | +25.7% |
| YTD | +101.1% | +45.2% | +56.0% | +58.3% |
| 1Y | +97.4% | +12.3% | +85.0% | +77.3% |
| 3Y | +21.1% | +37.5% | -16.4% | -7.4% |
| 5Y | +22.5% | -39.2% | +61.7% | +50.9% |
| All | +22.5% | -39.4% | +61.9% | +50.9% |
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 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