-15.0%
ZBH vs SAN
+294.7%
-309.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.2% |
| 7D | -2.1% | +1.0% | -3.1% | -2.3% |
| 30D | +13.6% | -9.4% | +22.9% | +15.4% |
| 3M | +7.1% | -17.1% | +24.2% | +10.5% |
| 6M | +26.1% | +2.2% | +23.9% | +24.9% |
| YTD | +17.2% | +6.0% | +11.2% | +14.5% |
| 1Y | +17.4% | +12.7% | +4.7% | +13.1% |
| 3Y | +2.0% | +242.1% | -240.1% | -25.4% |
| 5Y | -15.0% | +293.6% | -308.6% | -39.6% |
| All | -15.0% | +294.7% | -309.6% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 5y: compounded portfolio wealth divided by compounded SAN 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…
5y analysis · Full analysis span regression · 6 months rolling