+12.4%
ZBRA vs SM
+51.5%
-39.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.2% |
| 7D | -3.8% | +2.1% | -5.9% | -3.6% |
| 30D | -10.2% | +18.1% | -28.3% | -9.0% |
| 3M | +58.7% | +17.0% | +41.7% | +62.0% |
| 6M | +61.9% | +55.4% | +6.5% | +61.7% |
| YTD | +41.7% | +108.6% | -66.9% | +34.4% |
| 1Y | +12.4% | +45.7% | -33.3% | +14.7% |
| All | +12.4% | +51.5% | -39.1% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling