+12.5%
STZ vs ZBRA
+373.7%
-361.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +5.3% | -2.5% | +7.8% | +5.9% |
| 30D | +19.6% | -17.0% | +36.6% | +23.8% |
| 3M | +10.0% | -15.0% | +25.0% | +13.1% |
| 6M | -0.3% | +42.2% | -42.4% | -8.7% |
| YTD | +8.6% | +32.4% | -23.8% | +0.2% |
| 1Y | +16.6% | +23.3% | -6.7% | +9.2% |
| 3Y | -34.8% | +55.9% | -90.7% | -44.4% |
| 5Y | -27.8% | -44.8% | +16.9% | -23.3% |
| 10Y | +12.5% | +371.4% | -358.9% | -29.3% |
| All | +12.5% | +373.7% | -361.2% | -29.3% |
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