-40.8%
ZBRA vs SFM
+212.1%
-252.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -3.8% | -8.8% | +5.0% | -2.1% |
| 30D | -10.2% | -14.5% | +4.3% | -7.7% |
| 3M | +58.7% | -16.8% | +75.5% | +63.2% |
| 6M | +61.9% | -5.3% | +67.3% | +61.2% |
| YTD | +41.7% | -9.4% | +51.0% | +42.0% |
| 1Y | +12.4% | -46.2% | +58.5% | +24.4% |
| 3Y | +34.2% | +81.3% | -47.1% | +14.2% |
| 5Y | -40.8% | +211.9% | -252.6% | -53.2% |
| All | -40.8% | +212.1% | -252.9% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling