+115.3%
SPOT vs ZBH
-28.6%
+143.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.3% |
| 7D | -3.1% | -4.7% | +1.6% | -1.3% |
| 30D | +7.4% | -4.5% | +11.9% | +9.3% |
| 3M | +8.2% | +7.6% | +0.6% | +5.0% |
| 6M | +2.2% | +0.3% | +1.9% | +1.9% |
| YTD | -9.5% | +4.5% | -14.0% | -11.4% |
| 1Y | -23.8% | -9.4% | -14.5% | -22.0% |
| 3Y | +233.5% | -21.5% | +255.0% | +257.5% |
| All | +115.3% | -28.6% | +143.9% | +121.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling