+11.1%
SMR vs ZBH
-21.4%
+32.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.9% | +19.2% | +15.7% |
| 7D | +21.4% | -5.2% | +26.6% | +22.1% |
| 30D | +13.8% | -2.4% | +16.3% | +14.0% |
| 3M | +3.9% | +8.3% | -4.3% | +1.5% |
| 6M | -4.2% | +0.7% | -4.9% | -4.8% |
| YTD | -21.1% | +5.3% | -26.4% | -22.3% |
| 1Y | -67.1% | -9.1% | -58.0% | -66.7% |
| 3Y | +88.9% | -19.7% | +108.5% | +96.6% |
| All | +11.1% | -21.4% | +32.6% | +11.1% |
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