+17.9%
ZBH vs SM
+18.0%
-0.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -2.3% | +9.4% | -11.6% | -3.1% |
| 30D | +12.5% | -14.4% | +26.8% | +13.6% |
| 3M | +3.9% | +1.6% | +2.4% | +3.1% |
| 6M | +25.4% | +6.3% | +19.1% | +23.3% |
| YTD | +15.7% | +78.8% | -63.1% | +7.2% |
| 1Y | +15.2% | +83.1% | -68.0% | +6.3% |
| 3Y | +0.3% | -5.9% | +6.2% | -3.0% |
| 5Y | -16.1% | +4.8% | -20.9% | -22.0% |
| All | +17.9% | +18.0% | -0.1% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling