+42.0%
SOFI vs ZBH
-35.2%
+77.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | -4.9% | -4.7% | -0.3% | -3.0% |
| 30D | -3.5% | -4.5% | +1.0% | -1.6% |
| 3M | +3.9% | +7.6% | -3.7% | -0.4% |
| 6M | -6.5% | +0.3% | -6.8% | -7.8% |
| YTD | -33.8% | +4.5% | -38.4% | -36.3% |
| 1Y | -33.3% | -9.4% | -23.9% | -32.1% |
| 3Y | +94.6% | -21.5% | +116.1% | +110.6% |
| 5Y | +13.3% | -28.4% | +41.7% | +18.9% |
| All | +42.0% | -35.2% | +77.2% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling