+1,446.7%
SRE vs ZBH
+272.6%
+1,174.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +2.8% |
| 7D | +1.4% | -5.2% | +6.6% | +2.9% |
| 30D | +1.9% | -2.4% | +4.3% | +2.5% |
| 3M | -3.3% | +8.3% | -11.5% | -5.9% |
| 6M | -6.4% | +0.7% | -7.1% | -7.4% |
| YTD | -1.8% | +5.3% | -7.2% | -4.3% |
| 1Y | +10.7% | -9.1% | +19.8% | +11.9% |
| 3Y | +31.8% | -19.7% | +51.5% | +36.2% |
| 5Y | +49.2% | -31.3% | +80.5% | +58.8% |
| 10Y | +118.5% | -18.9% | +137.5% | +112.5% |
| All | +1,446.7% | +272.6% | +1,174.1% | +827.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling