+517.6%
SPMO vs ZBH
-16.2%
+533.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -0.9% | -4.7% | +3.7% | +0.3% |
| 30D | -1.9% | -4.5% | +2.6% | -0.9% |
| 3M | -1.4% | +7.6% | -8.9% | -4.0% |
| 6M | +25.5% | +0.3% | +25.2% | +24.1% |
| YTD | +24.8% | +4.5% | +20.3% | +21.7% |
| 1Y | +24.5% | -9.4% | +33.9% | +25.6% |
| 3Y | +157.1% | -21.5% | +178.6% | +166.8% |
| 5Y | +149.5% | -28.4% | +177.9% | +162.3% |
| All | +517.6% | -16.2% | +533.8% | +477.4% |
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