+1,190.2%
SO vs ZBH
+309.2%
+880.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | +1.4% | -2.3% | +3.6% | +1.8% |
| 30D | +4.7% | +12.5% | -7.8% | +2.1% |
| 3M | +1.7% | +3.9% | -2.2% | +0.5% |
| 6M | +2.2% | +25.4% | -23.3% | -2.8% |
| YTD | +10.0% | +15.7% | -5.7% | +5.9% |
| 1Y | +6.0% | +15.2% | -9.1% | +2.2% |
| 3Y | +54.1% | +0.3% | +53.8% | +50.8% |
| 5Y | +79.6% | -16.1% | +95.7% | +80.3% |
| 10Y | +195.5% | +17.8% | +177.7% | +171.9% |
| All | +1,190.2% | +309.2% | +880.9% | +820.4% |
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