+385.0%
ZBRA vs SM
+18.0%
+366.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +2.0% |
| 7D | +0.6% | +9.4% | -8.8% | -0.5% |
| 30D | -14.0% | -14.4% | +0.3% | -12.7% |
| 3M | -14.7% | +1.6% | -16.2% | -15.4% |
| 6M | +31.3% | +6.3% | +25.0% | +28.3% |
| YTD | +33.4% | +78.8% | -45.3% | +20.5% |
| 1Y | +34.1% | +83.1% | -49.0% | +20.6% |
| 3Y | +59.9% | -5.9% | +65.8% | +54.6% |
| 5Y | -45.3% | +4.8% | -50.1% | -48.9% |
| All | +385.0% | +18.0% | +366.9% | +260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling