+1.5%
SMR vs ZBH
-22.9%
+24.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -5.3% |
| 7D | +4.7% | -6.6% | +11.3% | +5.6% |
| 30D | +3.2% | -4.9% | +8.2% | +3.8% |
| 3M | +9.9% | +5.1% | +4.8% | +7.9% |
| 6M | -15.1% | +1.3% | -16.5% | -15.9% |
| YTD | -27.9% | +3.4% | -31.3% | -28.8% |
| 1Y | -70.2% | -8.7% | -61.6% | -70.1% |
| 3Y | +72.5% | -21.2% | +93.7% | +80.0% |
| All | +1.5% | -22.9% | +24.4% | +1.7% |
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