+2,285.7%
STM vs ZBRA
+4,403.0%
-2,117.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.2% |
| 7D | +5.8% | +1.8% | +4.0% | +5.0% |
| 30D | -1.0% | -1.7% | +0.7% | -0.2% |
| 3M | -33.3% | +47.8% | -81.0% | -44.8% |
| 6M | +57.4% | +56.7% | +0.6% | +25.8% |
| YTD | +102.2% | +49.4% | +52.8% | +63.6% |
| 1Y | +99.6% | +16.5% | +83.1% | +78.9% |
| 3Y | +14.5% | +31.5% | -16.9% | -4.8% |
| 5Y | +21.4% | -38.6% | +60.0% | +36.4% |
| 10Y | +695.0% | +421.0% | +274.0% | +256.6% |
| All | +2,285.7% | +4,403.0% | -2,117.2% | +396.7% |
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