+414.4%
ZBRA vs SAN
+347.0%
+67.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.8% | -2.8% | -1.0% | -2.6% |
| 30D | -10.2% | -0.5% | -9.7% | -10.0% |
| 3M | +58.7% | +22.7% | +35.9% | +45.5% |
| 6M | +61.9% | +28.8% | +33.1% | +44.7% |
| YTD | +41.7% | +26.3% | +15.4% | +27.0% |
| 1Y | +12.4% | +48.8% | -36.5% | -6.2% |
| 3Y | +34.2% | +347.2% | -313.0% | -30.6% |
| 5Y | -40.8% | +383.8% | -424.5% | -71.2% |
| All | +414.4% | +347.0% | +67.4% | +132.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling