+73.6%
ZBH vs SGI
+1,798.9%
-1,725.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -2.3% | -5.3% | +3.1% | -1.3% |
| 30D | +12.5% | -2.1% | +14.5% | +13.0% |
| 3M | +3.9% | -8.2% | +12.1% | +5.5% |
| 6M | +25.4% | -4.6% | +30.0% | +26.0% |
| YTD | +15.7% | -31.5% | +47.2% | +22.7% |
| 1Y | +15.2% | -30.8% | +46.0% | +21.9% |
| 3Y | +0.3% | +67.2% | -66.9% | -11.0% |
| 5Y | -16.1% | +42.5% | -58.6% | -25.6% |
| 10Y | +17.8% | +321.9% | -304.0% | -20.6% |
| All | +73.6% | +1,798.9% | -1,725.3% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling