-17.4%
ZBH vs SCHG
+459.0%
-476.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.7% |
| 7D | -4.7% | -1.0% | -3.6% | -4.1% |
| 30D | -4.5% | -1.3% | -3.2% | -3.8% |
| 3M | +7.6% | +5.4% | +2.1% | +4.1% |
| 6M | +0.3% | +14.4% | -14.1% | -7.7% |
| YTD | +4.5% | +8.0% | -3.5% | -0.7% |
| 1Y | -9.4% | +12.7% | -22.1% | -16.4% |
| 3Y | -21.5% | +85.6% | -107.1% | -49.4% |
| 5Y | -28.4% | +85.5% | -113.9% | -54.9% |
| All | -17.4% | +459.0% | -476.4% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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