-63.2%
SPCH vs ZBH
+24.9%
-88.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +13.5% | -21.1% | -2.4% |
| 7D | -13.4% | +14.3% | -27.7% | -8.4% |
| 30D | -39.6% | +20.3% | -59.9% | -35.0% |
| 3M | -1.4% | +15.3% | -16.7% | +2.0% |
| All | -63.2% | +24.9% | -88.1% | -62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling