+323.8%
SN vs ZBH
-30.5%
+354.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +2.2% |
| 7D | +0.1% | -5.2% | +5.3% | +1.7% |
| 30D | -5.6% | -2.4% | -3.2% | -5.0% |
| 3M | +48.1% | +8.3% | +39.8% | +44.1% |
| 6M | +57.6% | +0.7% | +57.0% | +56.3% |
| YTD | +56.5% | +5.3% | +51.2% | +53.1% |
| 1Y | +52.6% | -9.1% | +61.6% | +54.5% |
| 3Y | +412.0% | -19.7% | +431.7% | +439.3% |
| All | +323.8% | -30.5% | +354.2% | +412.1% |
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 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