+755.0%
SW vs ZBRA
+909.6%
-154.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | -5.1% | +1.8% | -6.9% | -5.3% |
| 30D | -4.6% | -1.7% | -2.9% | -4.3% |
| 3M | +9.4% | +47.8% | -38.4% | +2.7% |
| 6M | +3.5% | +56.7% | -53.2% | -3.8% |
| YTD | +22.0% | +49.4% | -27.4% | +14.1% |
| 1Y | +2.2% | +16.5% | -14.3% | -1.3% |
| 3Y | +19.6% | +31.5% | -11.9% | +12.9% |
| 5Y | -2.3% | -38.6% | +36.2% | -3.4% |
| 10Y | +181.4% | +421.0% | -239.6% | +143.4% |
| All | +755.0% | +909.6% | -154.6% | +662.6% |
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