+64.5%
ZBH vs SGI
+2,083.6%
-2,019.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.8% | +8.5% | -11.4% | -4.3% |
| 30D | -0.1% | +0.7% | -0.8% | -0.3% |
| 3M | +13.4% | +0.6% | +12.8% | +13.0% |
| 6M | +3.0% | -17.9% | +20.9% | +5.9% |
| YTD | +9.7% | -21.2% | +30.8% | +13.3% |
| 1Y | -5.4% | -18.9% | +13.5% | -3.0% |
| 3Y | -15.6% | +52.6% | -68.2% | -24.1% |
| 5Y | -28.1% | +60.7% | -88.8% | -37.7% |
| 10Y | -15.2% | +278.1% | -293.3% | -42.5% |
| All | +64.5% | +2,083.6% | -2,019.1% | -31.6% |
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