-21.5%
ZBH vs SIRI
-22.6%
+1.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | -4.7% | +0.6% | -5.2% | -4.7% |
| 30D | -4.5% | +2.5% | -7.0% | -4.8% |
| 3M | +7.6% | +6.6% | +1.0% | +6.9% |
| 6M | +0.3% | +32.9% | -32.6% | -2.8% |
| YTD | +4.5% | +50.5% | -45.9% | 0.0% |
| 1Y | -9.4% | +28.0% | -37.4% | -12.1% |
| 3Y | -21.5% | -22.4% | +0.9% | -21.9% |
| All | -21.5% | -22.6% | +1.1% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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