+45.9%
SN vs ZBH
-7.4%
+53.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -3.4% | -4.9% | +1.5% | -2.4% |
| 30D | -9.1% | -3.2% | -5.8% | -8.5% |
| 3M | +31.8% | +5.8% | +25.9% | +29.8% |
| 6M | +52.0% | +2.0% | +50.1% | +50.2% |
| YTD | +51.3% | +5.8% | +45.5% | +49.5% |
| All | +45.9% | -7.4% | +53.3% | +38.2% |
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