-20.5%
ZBH vs SGI
+55.1%
-75.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.7% |
| 7D | -4.9% | +0.6% | -5.5% | -5.0% |
| 30D | -3.2% | +5.5% | -8.8% | -4.1% |
| 3M | +5.8% | -3.6% | +9.4% | +6.2% |
| 6M | +2.0% | -15.0% | +17.0% | +4.1% |
| YTD | +5.8% | -23.0% | +28.8% | +9.3% |
| 1Y | -7.9% | -18.4% | +10.5% | -5.9% |
| All | -20.5% | +55.1% | -75.6% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 3y: compounded portfolio wealth divided by compounded SGI 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…
3y analysis · Full analysis span regression · 6 months rolling