+327.2%
SMH vs ZBH
-28.6%
+355.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +1.2% |
| 7D | +0.3% | -4.7% | +4.9% | +1.4% |
| 30D | -2.8% | -4.5% | +1.7% | -1.9% |
| 3M | -6.7% | +7.6% | -14.3% | -9.4% |
| 6M | +41.8% | +0.3% | +41.5% | +40.2% |
| YTD | +57.9% | +4.5% | +53.3% | +53.6% |
| 1Y | +87.6% | -9.4% | +97.0% | +89.8% |
| 3Y | +282.9% | -21.5% | +304.4% | +304.2% |
| All | +327.2% | -28.6% | +355.8% | +323.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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