+27.7%
ZBRA vs SAN
+23.5%
+4.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.5% | -1.4% |
| 7D | -13.6% | +4.5% | -18.1% | -14.9% |
| 30D | -11.5% | -12.1% | +0.6% | -7.5% |
| 3M | -9.9% | -15.6% | +5.7% | -4.5% |
| 6M | +48.6% | +5.8% | +42.8% | +43.7% |
| YTD | +36.9% | +5.5% | +31.4% | +29.2% |
| 1Y | +27.7% | +23.6% | +4.1% | +9.0% |
| All | +27.7% | +23.5% | +4.2% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling