+59.9%
ZBRA vs SBAC
-6.5%
+66.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.5% | +1.7% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | -14.0% | +5.5% | -19.5% | -14.7% |
| 3M | -14.7% | +3.1% | -17.7% | -15.1% |
| 6M | +31.3% | -7.0% | +38.3% | +31.5% |
| YTD | +33.4% | +0.5% | +32.9% | +32.3% |
| 1Y | +34.1% | +0.2% | +33.9% | +33.0% |
| 3Y | +59.9% | -7.4% | +67.3% | +65.6% |
| All | +59.9% | -6.5% | +66.5% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling