+730.4%
SW vs ZBRA
+795.2%
-64.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.0% |
| 7D | +4.7% | -14.8% | +19.4% | +7.1% |
| 30D | +5.0% | -16.6% | +21.6% | +7.8% |
| 3M | -7.3% | -12.8% | +5.5% | -5.5% |
| 6M | +15.0% | +40.8% | -25.8% | +8.4% |
| YTD | +18.5% | +32.5% | -13.9% | +12.6% |
| 1Y | +27.1% | +20.8% | +6.3% | +22.3% |
| 3Y | +49.3% | +50.1% | -0.8% | +39.9% |
| 5Y | -1.6% | -47.1% | +45.4% | -0.8% |
| 10Y | +185.4% | +410.8% | -225.4% | +150.1% |
| All | +730.4% | +795.2% | -64.8% | +653.1% |
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