+2,180.7%
ZBRA vs SBAC
+2,110.4%
+70.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.2% |
| 7D | -3.8% | -5.3% | +1.5% | -3.0% |
| 30D | -10.2% | +0.4% | -10.6% | -10.3% |
| 3M | +58.7% | -11.9% | +70.6% | +61.6% |
| 6M | +61.9% | -4.5% | +66.4% | +61.8% |
| YTD | +41.7% | -4.3% | +46.0% | +41.5% |
| 1Y | +12.4% | -3.9% | +16.2% | +12.2% |
| 3Y | +34.2% | -11.0% | +45.2% | +34.3% |
| 5Y | -40.8% | -44.1% | +3.3% | -36.4% |
| 10Y | +420.3% | +81.6% | +338.7% | +370.1% |
| All | +2,180.7% | +2,110.4% | +70.3% | +1,515.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded SBAC 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling