+59.9%
ZBRA vs SFM
+27.3%
+32.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +0.6% | +6.0% | -5.4% | -0.3% |
| 30D | -14.0% | -19.5% | +5.4% | -11.6% |
| 3M | -14.7% | -37.0% | +22.4% | -8.7% |
| 6M | +31.3% | -41.0% | +72.3% | +41.1% |
| YTD | +33.4% | -34.6% | +68.1% | +39.7% |
| 1Y | +34.1% | -36.3% | +70.4% | +41.0% |
| 3Y | +59.9% | +24.5% | +35.4% | +69.9% |
| All | +59.9% | +27.3% | +32.6% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling