-7.2%
ZBH vs SOLS
+20.3%
-27.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.3% |
| 7D | -4.9% | +3.7% | -8.6% | -4.6% |
| 30D | -3.2% | +5.0% | -8.3% | -2.9% |
| 3M | +5.8% | -21.1% | +26.9% | +4.3% |
| 6M | +2.0% | -14.2% | +16.1% | +1.1% |
| YTD | +5.8% | +30.6% | -24.9% | +16.6% |
| All | -7.2% | +20.3% | -27.5% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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