-21.5%
ZBH vs SITM
+452.7%
-474.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +1.1% |
| 7D | -4.7% | +3.9% | -8.5% | -4.7% |
| 30D | -4.5% | -6.6% | +2.1% | -4.5% |
| 3M | +7.6% | -11.9% | +19.4% | +7.8% |
| 6M | +0.3% | +81.1% | -80.9% | -2.0% |
| YTD | +4.5% | +80.0% | -75.4% | +2.1% |
| 1Y | -9.4% | +145.8% | -155.2% | -12.3% |
| 3Y | -21.5% | +475.9% | -497.4% | -30.7% |
| All | -21.5% | +452.7% | -474.1% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling