+6,631.3%
ZBRA vs SPY
+3,091.8%
+3,539.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -1.7% | +0.1% | -1.7% | -1.7% |
| 3M | +47.8% | +2.0% | +45.8% | +45.7% |
| 6M | +56.7% | +13.0% | +43.7% | +39.1% |
| YTD | +49.4% | +13.5% | +35.8% | +32.1% |
| 1Y | +16.5% | +20.0% | -3.4% | -2.2% |
| 3Y | +31.5% | +77.2% | -45.7% | -23.6% |
| 5Y | -38.6% | +81.9% | -120.5% | -63.9% |
| 10Y | +421.0% | +314.1% | +106.9% | +48.6% |
| All | +6,631.3% | +3,091.8% | +3,539.5% | +158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling