+434.8%
SN vs ZBH
+1.0%
+433.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.2% |
| 7D | +1.4% | -2.1% | +3.5% | +2.0% |
| 30D | +16.6% | +13.6% | +3.0% | +12.3% |
| 3M | +18.3% | +7.1% | +11.2% | +15.6% |
| 6M | +103.1% | +26.1% | +77.0% | +88.9% |
| YTD | +96.7% | +17.2% | +79.5% | +86.5% |
| 1Y | +134.3% | +17.4% | +117.0% | +122.0% |
| All | +434.8% | +1.0% | +433.9% | +379.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling