+2,186.2%
ZBRA vs SBAC
+2,175.2%
+10.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -1.8% | +0.2% | -2.0% | -1.8% |
| 30D | -8.8% | +3.9% | -12.6% | -9.4% |
| 3M | +47.2% | -8.2% | +55.4% | +49.0% |
| 6M | +61.3% | -2.8% | +64.1% | +60.8% |
| YTD | +42.0% | -1.5% | +43.5% | +41.2% |
| 1Y | +10.5% | 0.0% | +10.4% | +9.6% |
| 3Y | +34.5% | -8.4% | +42.9% | +34.0% |
| 5Y | -40.3% | -43.5% | +3.3% | -36.0% |
| 10Y | +421.5% | +86.9% | +334.6% | +369.1% |
| All | +2,186.2% | +2,175.2% | +10.9% | +1,512.3% |
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