+3,028.8%
SMH vs ZBH
+274.1%
+2,754.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +4.3% | -4.9% | +9.2% | +6.2% |
| 30D | +0.9% | -3.2% | +4.1% | +1.9% |
| 3M | -2.8% | +5.8% | -8.7% | -6.1% |
| 6M | +45.6% | +2.0% | +43.7% | +41.8% |
| YTD | +59.5% | +5.8% | +53.7% | +52.7% |
| 1Y | +93.4% | -7.9% | +101.4% | +93.2% |
| 3Y | +287.1% | -19.4% | +306.5% | +297.6% |
| 5Y | +338.0% | -29.5% | +367.5% | +370.3% |
| 10Y | +1,876.8% | -15.5% | +1,892.4% | +1,780.4% |
| All | +3,028.8% | +274.1% | +2,754.7% | +1,623.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling