+423.9%
ZBRA vs SM
+23.0%
+400.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | -3.4% | +4.6% | -8.0% | -4.0% |
| 30D | -7.4% | +18.2% | -25.6% | -9.4% |
| 3M | +57.5% | +22.5% | +35.0% | +52.4% |
| 6M | +64.0% | +50.6% | +13.4% | +53.1% |
| YTD | +44.3% | +108.1% | -63.8% | +28.5% |
| 1Y | +10.9% | +46.0% | -35.1% | +3.3% |
| 3Y | +37.5% | +2.9% | +34.7% | +31.9% |
| 5Y | -39.7% | +112.6% | -152.3% | -47.6% |
| All | +423.9% | +23.0% | +400.9% | +286.7% |
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