-39.6%
ZBRA vs SAN
+385.2%
-424.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.4% | +0.9% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | -7.4% | +0.9% | -8.3% | -7.8% |
| 3M | +57.5% | +19.1% | +38.4% | +45.6% |
| 6M | +64.0% | +33.2% | +30.8% | +43.5% |
| YTD | +44.3% | +29.1% | +15.2% | +27.2% |
| 1Y | +10.9% | +50.2% | -39.4% | -8.9% |
| 3Y | +37.5% | +351.0% | -313.5% | -32.8% |
| All | -39.6% | +385.2% | -424.8% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling