+2.7%
SRE vs ZBH
-7.7%
+10.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -0.8% | -4.7% | +3.8% | -0.5% |
| 30D | -3.0% | -4.5% | +1.5% | -2.8% |
| 3M | -8.3% | +7.6% | -15.9% | -9.1% |
| 6M | -8.9% | +0.3% | -9.2% | -9.5% |
| YTD | -4.3% | +4.5% | -8.8% | -5.2% |
| 1Y | +2.7% | -9.4% | +12.1% | +3.2% |
| All | +2.7% | -7.7% | +10.4% | +3.2% |
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