+325.8%
ZBH vs SPG
+2,586.6%
-2,260.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.0% |
| 7D | +11.3% | +5.1% | +6.2% | +9.8% |
| 30D | +21.5% | +16.8% | +4.7% | +16.4% |
| 3M | +12.5% | +5.7% | +6.8% | +10.8% |
| 6M | +32.3% | +17.8% | +14.5% | +26.4% |
| YTD | +21.4% | +30.1% | -8.7% | +12.7% |
| 1Y | +23.7% | +32.8% | -9.1% | +14.2% |
| 3Y | +7.0% | +137.2% | -130.2% | -16.9% |
| 5Y | -13.2% | +81.5% | -94.7% | -28.4% |
| 10Y | +19.3% | +116.5% | -97.2% | -15.8% |
| All | +325.8% | +2,586.6% | -2,260.8% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling