+2,048.1%
ZBRA vs SBAC
+2,222.3%
-174.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.8% |
| 3M | -14.7% | +3.1% | -17.7% | -15.2% |
| 6M | +31.3% | -7.0% | +38.3% | +32.2% |
| YTD | +33.4% | +0.5% | +32.9% | +32.0% |
| 1Y | +34.1% | +0.2% | +33.9% | +32.8% |
| 3Y | +59.9% | -7.4% | +67.3% | +58.8% |
| 5Y | -45.3% | -39.7% | -5.5% | -42.0% |
| 10Y | +384.4% | +112.5% | +271.9% | +327.5% |
| All | +2,048.1% | +2,222.3% | -174.2% | +1,407.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling