+10.9%
ZBRA vs SAN
+51.4%
-40.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.4% | +1.0% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | -7.4% | +0.9% | -8.3% | -7.7% |
| 3M | +57.5% | +19.1% | +38.4% | +47.3% |
| 6M | +64.0% | +33.2% | +30.8% | +46.1% |
| YTD | +44.3% | +29.1% | +15.2% | +29.0% |
| 1Y | +10.9% | +50.2% | -39.4% | -5.3% |
| All | +10.9% | +51.4% | -40.6% | -5.3% |
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