+1,191.0%
SO vs ZBH
+325.5%
+865.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -0.1% | +10.6% | -10.7% | -2.2% |
| 30D | +8.7% | +20.4% | -11.7% | +4.6% |
| 3M | +3.4% | +10.0% | -6.7% | +1.1% |
| 6M | +3.7% | +31.0% | -27.3% | -2.2% |
| YTD | +10.0% | +20.3% | -10.3% | +5.2% |
| 1Y | +6.6% | +22.2% | -15.7% | +1.5% |
| 3Y | +52.5% | +4.7% | +47.8% | +48.0% |
| 5Y | +76.1% | -13.7% | +89.7% | +75.8% |
| 10Y | +194.9% | +19.3% | +175.6% | +170.5% |
| All | +1,191.0% | +325.5% | +865.5% | +814.2% |
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 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