-29.5%
ZBH vs SFM
+217.9%
-247.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.4% | +0.8% |
| 7D | -4.9% | -7.2% | +2.3% | -4.3% |
| 30D | -3.2% | -14.3% | +11.1% | -1.9% |
| 3M | +5.8% | -13.7% | +19.6% | +7.0% |
| 6M | +2.0% | -6.0% | +8.0% | +2.1% |
| YTD | +5.8% | -8.2% | +14.0% | +6.0% |
| 1Y | -7.9% | -46.2% | +38.3% | -4.0% |
| 3Y | -19.4% | +83.6% | -102.9% | -29.0% |
| 5Y | -29.5% | +212.7% | -242.2% | -42.8% |
| All | -29.5% | +217.9% | -247.4% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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