+1,696.7%
SU vs ZBH
+269.7%
+1,427.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.6% |
| 7D | +2.2% | -4.7% | +6.9% | +4.1% |
| 30D | +8.4% | -4.5% | +12.9% | +10.2% |
| 3M | +12.1% | +7.6% | +4.5% | +8.0% |
| 6M | +19.7% | +0.3% | +19.4% | +17.7% |
| YTD | +58.4% | +4.5% | +53.9% | +52.6% |
| 1Y | +67.2% | -9.4% | +76.6% | +68.5% |
| 3Y | +125.0% | -21.5% | +146.5% | +135.1% |
| 5Y | +355.1% | -28.4% | +383.5% | +381.3% |
| 10Y | +263.7% | -16.5% | +280.2% | +251.3% |
| All | +1,696.7% | +269.7% | +1,427.0% | +1,040.5% |
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