-14.1%
STZ vs ZBRA
+411.1%
-425.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.8% | -5.1% |
| 7D | -7.4% | +2.6% | -10.0% | -7.8% |
| 30D | -10.9% | -6.4% | -4.5% | -9.8% |
| 3M | -13.4% | +51.3% | -64.7% | -21.1% |
| 6M | -16.2% | +60.5% | -76.7% | -25.0% |
| YTD | -10.4% | +45.2% | -55.6% | -18.5% |
| 1Y | -14.8% | +12.3% | -27.1% | -18.4% |
| 3Y | -50.1% | +37.5% | -87.7% | -56.0% |
| 5Y | -38.8% | -39.2% | +0.4% | -36.2% |
| 10Y | -14.1% | +417.0% | -431.1% | -44.5% |
| All | -14.1% | +411.1% | -425.2% | -44.5% |
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