-13.6%
ZBH vs SEI
+606.2%
-619.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +16.3% | -20.2% | -5.2% |
| 7D | -5.2% | +28.8% | -34.1% | -7.3% |
| 30D | -2.4% | +10.4% | -12.8% | -3.5% |
| 3M | +8.3% | -11.4% | +19.7% | +8.3% |
| 6M | +0.7% | +31.2% | -30.5% | -3.8% |
| YTD | +5.3% | +39.7% | -34.4% | -0.6% |
| 1Y | -9.1% | +149.0% | -158.0% | -20.3% |
| 3Y | -19.7% | +560.2% | -579.9% | -43.9% |
| 5Y | -31.3% | +955.7% | -987.0% | -58.5% |
| All | -13.6% | +606.2% | -619.8% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling