+463.1%
STM vs ZBH
+20.1%
+443.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +1.4% | -2.4% | +3.9% | +2.7% |
| 30D | -8.4% | +16.6% | -25.0% | -15.1% |
| 3M | -15.8% | +10.8% | -26.6% | -20.7% |
| 6M | -22.8% | +35.8% | -58.6% | -35.5% |
| YTD | +79.4% | +20.5% | +58.9% | +58.0% |
| 1Y | +97.0% | +22.7% | +74.2% | +71.7% |
| 3Y | +14.2% | +4.9% | +9.3% | +3.9% |
| 5Y | -4.5% | -12.8% | +8.3% | -4.5% |
| 10Y | +463.1% | +22.7% | +440.4% | +373.3% |
| All | +463.1% | +20.1% | +443.0% | +373.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling