+1,537.1%
SOXX vs ZBH
-16.2%
+1,553.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.5% |
| 7D | +1.4% | -4.7% | +6.1% | +3.1% |
| 30D | -3.6% | -4.5% | +0.9% | -2.2% |
| 3M | -10.2% | +7.6% | -17.7% | -13.9% |
| 6M | +54.2% | +0.3% | +54.0% | +51.1% |
| YTD | +75.2% | +4.5% | +70.7% | +68.2% |
| 1Y | +107.5% | -9.4% | +116.9% | +108.6% |
| 3Y | +226.8% | -21.5% | +248.2% | +241.9% |
| 5Y | +251.2% | -28.4% | +279.6% | +277.2% |
| All | +1,537.1% | -16.2% | +1,553.3% | +1,448.3% |
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