+28.7%
SPMO vs ZBH
-5.6%
+34.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +1.5% |
| 7D | +2.0% | -2.8% | +4.8% | +1.8% |
| 30D | -0.4% | -0.1% | -0.3% | -0.4% |
| 3M | -1.9% | +13.4% | -15.3% | -1.5% |
| 6M | +25.0% | +3.0% | +22.1% | +26.1% |
| YTD | +26.0% | +9.7% | +16.4% | +27.2% |
| 1Y | +28.7% | -5.4% | +34.1% | +29.7% |
| All | +28.7% | -5.6% | +34.3% | +29.7% |
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 · 6 months rolling