+2,025.5%
STM vs ZBRA
+3,845.5%
-1,820.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.4% | +1.7% |
| 7D | +16.3% | -1.2% | +17.5% | +16.9% |
| 30D | -6.3% | -17.8% | +11.5% | +2.0% |
| 3M | -14.1% | -16.0% | +1.9% | -7.4% |
| 6M | -19.6% | +31.4% | -51.0% | -30.2% |
| YTD | +80.1% | +30.9% | +49.2% | +54.2% |
| 1Y | +95.4% | +24.3% | +71.1% | +71.0% |
| 3Y | +14.7% | +54.2% | -39.5% | -10.8% |
| 5Y | -5.4% | -46.3% | +40.9% | +12.7% |
| 10Y | +465.5% | +375.2% | +90.3% | +164.5% |
| All | +2,025.5% | +3,845.5% | -1,820.0% | +368.0% |
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 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