-14.3%
ZBH vs SEI
+644.4%
-658.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | +0.7% |
| 7D | -4.7% | +22.6% | -27.3% | -6.4% |
| 30D | -4.5% | +9.1% | -13.6% | -5.4% |
| 3M | +7.6% | -11.3% | +18.9% | +7.7% |
| 6M | +0.3% | +22.0% | -21.7% | -3.3% |
| YTD | +4.5% | +47.3% | -42.7% | -1.8% |
| 1Y | -9.4% | +124.8% | -134.1% | -19.4% |
| 3Y | -21.5% | +591.3% | -612.8% | -45.4% |
| 5Y | -28.4% | +1,008.2% | -1,036.6% | -56.9% |
| All | -14.3% | +644.4% | -658.7% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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