+7.9%
ZBH vs SITM
+47.5%
-39.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -9.4% | +22.8% | +13.0% |
| 7D | +14.3% | -19.5% | +33.8% | +13.2% |
| 30D | +20.3% | -43.2% | +63.5% | +18.0% |
| 3M | +15.3% | -30.8% | +46.1% | +13.9% |
| 6M | +33.9% | -28.6% | +62.5% | +29.5% |
| YTD | +23.5% | +14.2% | +9.3% | +16.1% |
| 1Y | +7.9% | +44.4% | -36.5% | -0.8% |
| All | +7.9% | +47.5% | -39.6% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling