+269.3%
ZBH vs SPG
+2,317.0%
-2,047.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.1% | -4.3% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -2.4% | -4.9% | +2.5% | -1.0% |
| 3M | +8.3% | +3.3% | +4.9% | +7.3% |
| 6M | +0.7% | +11.2% | -10.6% | -2.3% |
| YTD | +5.3% | +17.1% | -11.7% | +0.7% |
| 1Y | -9.1% | +21.6% | -30.7% | -14.0% |
| 3Y | -19.7% | +111.9% | -131.6% | -35.7% |
| 5Y | -31.3% | +106.9% | -138.2% | -45.4% |
| 10Y | -18.9% | +62.2% | -81.2% | -38.5% |
| All | +269.3% | +2,317.0% | -2,047.6% | +24.0% |
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 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