+171.7%
STM vs ZBH
+309.2%
-137.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.2% |
| 7D | +12.0% | -2.3% | +14.3% | +13.2% |
| 30D | -0.4% | +12.5% | -12.8% | -6.6% |
| 3M | -13.2% | +3.9% | -17.1% | -16.1% |
| 6M | -26.1% | +25.4% | -51.5% | -35.8% |
| YTD | +81.2% | +15.7% | +65.5% | +62.0% |
| 1Y | +98.3% | +15.2% | +83.1% | +77.6% |
| 3Y | +16.7% | +0.3% | +16.4% | +8.2% |
| 5Y | -4.8% | -16.1% | +11.2% | -4.1% |
| 10Y | +468.8% | +17.8% | +451.0% | +366.2% |
| All | +171.7% | +309.2% | -137.5% | +30.2% |
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 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