+432.7%
SN vs ZBH
-22.6%
+455.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.2% |
| 7D | +1.4% | -2.1% | +3.5% | +2.1% |
| 30D | +16.6% | +13.6% | +3.0% | +12.0% |
| 3M | +18.3% | +7.1% | +11.2% | +15.4% |
| 6M | +103.1% | +26.1% | +77.0% | +88.1% |
| YTD | +96.7% | +17.2% | +79.5% | +85.9% |
| 1Y | +134.3% | +17.4% | +117.0% | +121.2% |
| 3Y | +425.2% | +2.0% | +423.2% | +392.1% |
| All | +432.7% | -22.6% | +455.3% | +521.9% |
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