+6,186.7%
ZBRA vs SM
+1,436.3%
+4,750.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.2% | -8.1% | -3.7% |
| 7D | -1.2% | +10.6% | -11.8% | -2.7% |
| 30D | -17.8% | -15.0% | -2.8% | -16.1% |
| 3M | -16.0% | +1.7% | -17.7% | -16.9% |
| 6M | +31.4% | +5.9% | +25.6% | +28.0% |
| YTD | +30.9% | +79.0% | -48.1% | +16.3% |
| 1Y | +24.3% | +84.7% | -60.4% | +9.8% |
| 3Y | +54.2% | -3.5% | +57.6% | +47.9% |
| 5Y | -46.3% | +4.9% | -51.2% | -50.7% |
| 10Y | +375.2% | +17.7% | +357.5% | +212.5% |
| All | +6,186.7% | +1,436.3% | +4,750.5% | +2,077.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling