+43.0%
SN vs ZBH
-5.6%
+48.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -9.3% | -2.8% | -6.5% | -8.8% |
| 30D | -4.8% | -0.1% | -4.7% | -4.8% |
| 3M | +40.4% | +13.4% | +27.0% | +36.5% |
| 6M | +50.9% | +3.0% | +48.0% | +48.5% |
| YTD | +54.9% | +9.7% | +45.3% | +52.1% |
| 1Y | +43.0% | -5.4% | +48.4% | +33.6% |
| All | +43.0% | -5.6% | +48.6% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling