+385.0%
ZBRA vs SPY
+307.0%
+77.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.4% |
| 7D | +0.6% | +2.6% | -2.0% | -2.9% |
| 30D | -14.0% | -2.0% | -12.1% | -11.7% |
| 3M | -14.7% | -2.8% | -11.9% | -11.3% |
| 6M | +31.3% | +2.1% | +29.2% | +28.2% |
| YTD | +33.4% | +11.5% | +21.9% | +15.6% |
| 1Y | +34.1% | +13.5% | +20.7% | +13.5% |
| 3Y | +59.9% | +77.7% | -17.8% | -24.2% |
| 5Y | -45.3% | +72.6% | -117.9% | -72.2% |
| All | +385.0% | +307.0% | +77.9% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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