+27.7%
ZBRA vs SFM
-35.8%
+63.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.6% |
| 7D | -13.6% | -12.3% | -1.3% | -12.8% |
| 30D | -11.5% | -16.2% | +4.7% | -10.4% |
| 3M | -9.9% | -36.8% | +26.9% | -6.6% |
| 6M | +48.6% | -32.6% | +81.2% | +51.3% |
| YTD | +36.9% | -31.7% | +68.6% | +39.5% |
| 1Y | +27.7% | -35.0% | +62.7% | +30.9% |
| All | +27.7% | -35.8% | +63.5% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling