-7.7%
SRE vs ZBH
+11.3%
-19.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +13.5% | -16.4% | -3.1% |
| 7D | -2.1% | +14.3% | -16.4% | -2.3% |
| 30D | +6.1% | +20.3% | -14.2% | +5.5% |
| 3M | -3.5% | +15.3% | -18.8% | -4.0% |
| 6M | -10.8% | +33.9% | -44.7% | -12.3% |
| YTD | -4.0% | +23.5% | -27.5% | -5.4% |
| 1Y | -7.7% | +7.9% | -15.6% | -8.5% |
| All | -7.7% | +11.3% | -19.0% | -8.5% |
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 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