+284.4%
ZBH vs SBAC
+1,037.4%
-753.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -0.1% | +6.9% | -7.0% | -0.8% |
| 3M | +13.4% | -8.2% | +21.7% | +14.3% |
| 6M | +3.0% | -1.6% | +4.6% | +2.7% |
| YTD | +9.7% | -0.1% | +9.8% | +9.1% |
| 1Y | -5.4% | -0.5% | -4.9% | -5.8% |
| 3Y | -15.6% | -9.1% | -6.5% | -15.6% |
| 5Y | -28.1% | -43.8% | +15.7% | -25.1% |
| 10Y | -15.2% | +80.5% | -95.8% | -19.9% |
| All | +284.4% | +1,037.4% | -753.0% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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