+15.5%
STZ vs ZBRA
+373.1%
-357.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.3% | +0.9% |
| 7D | 0.0% | -1.2% | +1.2% | +0.2% |
| 30D | +14.7% | -17.8% | +32.5% | +18.9% |
| 3M | +8.8% | -16.0% | +24.8% | +12.2% |
| 6M | +3.1% | +31.4% | -28.4% | -4.0% |
| YTD | +7.9% | +30.9% | -23.0% | -0.2% |
| 1Y | +14.2% | +24.3% | -10.1% | +6.7% |
| 3Y | -35.2% | +54.2% | -89.3% | -44.6% |
| 5Y | -29.6% | -46.3% | +16.7% | -24.7% |
| All | +15.5% | +373.1% | -357.6% | -27.2% |
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