+385.0%
ZBRA vs SBAC
+114.8%
+270.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.5% | +1.4% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | -14.0% | +5.5% | -19.5% | -15.9% |
| 3M | -14.7% | +3.1% | -17.7% | -16.0% |
| 6M | +31.3% | -7.0% | +38.3% | +33.1% |
| YTD | +33.4% | +0.5% | +32.9% | +29.7% |
| 1Y | +34.1% | +0.2% | +33.9% | +30.4% |
| 3Y | +59.9% | -7.4% | +67.3% | +55.2% |
| 5Y | -45.3% | -39.7% | -5.5% | -36.4% |
| All | +385.0% | +114.8% | +270.2% | +290.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling