+284.4%
ZBH vs SMTC
+369.5%
-85.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.1% | -2.1% |
| 7D | -2.8% | +12.7% | -15.6% | -4.4% |
| 30D | -0.1% | +22.0% | -22.1% | -3.5% |
| 3M | +13.4% | -12.7% | +26.1% | +13.1% |
| 6M | +3.0% | +64.8% | -61.8% | -7.6% |
| YTD | +9.7% | +100.7% | -91.0% | -4.9% |
| 1Y | -5.4% | +146.9% | -152.3% | -21.2% |
| 3Y | -15.6% | +456.8% | -472.4% | -44.5% |
| 5Y | -28.1% | +89.2% | -117.4% | -44.6% |
| 10Y | -15.2% | +426.9% | -442.1% | -47.8% |
| All | +284.4% | +369.5% | -85.1% | +111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling