+147.8%
SW vs ZBRA
+421.5%
-273.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | -5.1% | +1.8% | -6.9% | -5.5% |
| 30D | -4.6% | -1.7% | -2.9% | -4.2% |
| 3M | +9.4% | +47.8% | -38.4% | -0.3% |
| 6M | +3.5% | +56.7% | -53.2% | -7.1% |
| YTD | +22.0% | +49.4% | -27.4% | +10.4% |
| 1Y | +2.2% | +16.5% | -14.3% | -3.0% |
| 3Y | +19.6% | +31.5% | -11.9% | +9.5% |
| 5Y | -2.3% | -38.6% | +36.2% | -3.7% |
| All | +147.8% | +421.5% | -273.7% | +107.2% |
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