+269.3%
ZBH vs SMTC
+416.3%
-146.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +10.0% | -13.9% | -5.3% |
| 7D | -5.2% | +22.9% | -28.2% | -8.0% |
| 30D | -2.4% | +16.6% | -19.1% | -5.1% |
| 3M | +8.3% | +2.4% | +5.8% | +5.6% |
| 6M | +0.7% | +98.3% | -97.6% | -12.1% |
| YTD | +5.3% | +120.7% | -115.3% | -9.9% |
| 1Y | -9.1% | +168.3% | -177.3% | -25.1% |
| 3Y | -19.7% | +571.7% | -591.4% | -48.8% |
| 5Y | -31.3% | +114.0% | -145.3% | -48.1% |
| 10Y | -18.9% | +497.0% | -515.9% | -51.0% |
| All | +269.3% | +416.3% | -146.9% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SMTC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling