-29.5%
ZBH vs SPG
+104.0%
-133.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.3% |
| 7D | -4.9% | -1.7% | -3.3% | -4.4% |
| 30D | -3.2% | -6.3% | +3.0% | -0.9% |
| 3M | +5.8% | -2.4% | +8.3% | +6.9% |
| 6M | +2.0% | +9.6% | -7.7% | -1.4% |
| YTD | +5.8% | +14.2% | -8.4% | +0.6% |
| 1Y | -7.9% | +19.3% | -27.2% | -13.8% |
| 3Y | -19.4% | +106.7% | -126.1% | -39.9% |
| 5Y | -29.5% | +104.2% | -133.7% | -49.7% |
| All | -29.5% | +104.0% | -133.5% | -49.7% |
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