-15.0%
ZBH vs SPG
+83.3%
-98.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -2.1% | +3.1% | -5.3% | -3.3% |
| 30D | +13.6% | +16.4% | -2.9% | +7.2% |
| 3M | +7.1% | +7.1% | 0.0% | +4.3% |
| 6M | +26.1% | +16.1% | +10.0% | +19.2% |
| YTD | +17.2% | +30.4% | -13.2% | +5.9% |
| 1Y | +17.4% | +33.0% | -15.6% | +5.4% |
| 3Y | +2.0% | +134.6% | -132.6% | -27.7% |
| 5Y | -15.0% | +84.9% | -99.9% | -37.2% |
| All | -15.0% | +83.3% | -98.2% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling