-28.7%
ZBH vs SITM
+187.3%
-216.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +0.8% |
| 7D | -4.7% | +3.9% | -8.5% | -4.9% |
| 30D | -4.5% | -6.6% | +2.1% | -4.3% |
| 3M | +7.6% | -11.9% | +19.4% | +7.6% |
| 6M | +0.3% | +81.1% | -80.9% | -5.5% |
| YTD | +4.5% | +80.0% | -75.4% | -1.9% |
| 1Y | -9.4% | +145.8% | -155.2% | -17.5% |
| 3Y | -21.5% | +475.9% | -497.4% | -37.5% |
| All | -28.7% | +187.3% | -216.0% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling