+17.9%
ZBH vs SPG
+113.9%
-96.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -2.3% | +2.0% | -4.2% | -2.9% |
| 30D | +12.5% | +17.2% | -4.8% | +6.7% |
| 3M | +3.9% | +6.3% | -2.4% | +1.8% |
| 6M | +25.4% | +18.7% | +6.7% | +18.5% |
| YTD | +15.7% | +30.1% | -14.4% | +5.8% |
| 1Y | +15.2% | +32.8% | -17.6% | +4.6% |
| 3Y | +0.3% | +133.6% | -133.2% | -25.6% |
| 5Y | -16.1% | +84.4% | -100.5% | -34.0% |
| All | +17.9% | +113.9% | -96.1% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling