-40.8%
ZBRA vs SPY
+79.8%
-120.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.7% |
| 7D | -3.8% | -2.0% | -1.8% | -0.7% |
| 30D | -10.2% | -1.7% | -8.5% | -7.8% |
| 3M | +58.7% | +4.7% | +53.9% | +48.5% |
| 6M | +61.9% | +12.5% | +49.4% | +36.0% |
| YTD | +41.7% | +11.7% | +30.0% | +20.5% |
| 1Y | +12.4% | +17.5% | -5.1% | -11.2% |
| 3Y | +34.2% | +76.6% | -42.4% | -41.6% |
| 5Y | -40.8% | +82.0% | -122.8% | -74.4% |
| All | -40.8% | +79.8% | -120.5% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling