-29.5%
ZBH vs SM
+119.2%
-148.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -4.9% | -0.2% | -4.7% | -4.9% |
| 30D | -3.2% | +20.3% | -23.5% | -4.8% |
| 3M | +5.8% | +22.9% | -17.1% | +3.6% |
| 6M | +2.0% | +47.8% | -45.9% | -2.4% |
| YTD | +5.8% | +107.5% | -101.7% | -2.3% |
| 1Y | -7.9% | +51.7% | -59.7% | -12.6% |
| 3Y | -19.4% | -0.9% | -18.5% | -22.1% |
| 5Y | -29.5% | +112.2% | -141.7% | -36.1% |
| All | -29.5% | +119.2% | -148.7% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling