-29.2%
ZBH vs SMTC
+112.1%
-141.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.1% |
| 7D | -6.6% | +17.5% | -24.1% | -7.4% |
| 30D | -4.9% | +21.3% | -26.2% | -6.1% |
| 3M | +5.1% | +3.1% | +2.0% | +4.3% |
| 6M | +1.3% | +81.7% | -80.3% | -4.3% |
| YTD | +3.4% | +115.9% | -112.6% | -3.9% |
| 1Y | -8.7% | +157.8% | -166.5% | -16.6% |
| 3Y | -21.2% | +557.3% | -578.5% | -39.6% |
| 5Y | -29.2% | +114.7% | -143.9% | -35.2% |
| All | -29.2% | +112.1% | -141.3% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling