-17.4%
ZBH vs SPXS
-99.6%
+82.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +0.5% |
| 7D | -4.7% | +2.5% | -7.2% | -4.0% |
| 30D | -4.5% | +4.2% | -8.7% | -3.3% |
| 3M | +7.6% | -9.3% | +16.9% | +5.1% |
| 6M | +0.3% | -30.7% | +31.0% | -8.2% |
| YTD | +4.5% | -28.1% | +32.6% | -3.1% |
| 1Y | -9.4% | -35.1% | +25.7% | -18.0% |
| 3Y | -21.5% | -79.6% | +58.1% | -45.6% |
| 5Y | -28.4% | -86.3% | +57.9% | -49.9% |
| All | -17.4% | -99.6% | +82.2% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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