+31.3%
ZBRA vs SM
+6.0%
+25.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +1.9% |
| 7D | +0.6% | +9.4% | -8.8% | +2.3% |
| 30D | -14.0% | -14.4% | +0.3% | -16.3% |
| 3M | -14.7% | +1.6% | -16.2% | -12.6% |
| 6M | +31.3% | +6.3% | +25.0% | +37.2% |
| All | +31.3% | +6.0% | +25.3% | +37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling