+28.7%
SRE vs ZBH
-20.7%
+49.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | -0.8% | -4.7% | +3.8% | -0.1% |
| 30D | -3.0% | -4.5% | +1.5% | -2.4% |
| 3M | -8.3% | +7.6% | -15.9% | -9.8% |
| 6M | -8.9% | +0.3% | -9.2% | -9.5% |
| YTD | -4.3% | +4.5% | -8.8% | -5.8% |
| 1Y | +2.7% | -9.4% | +12.1% | +3.7% |
| 3Y | +28.7% | -21.5% | +50.1% | +35.9% |
| All | +28.7% | -20.7% | +49.4% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling