+157.2%
ZBH vs SPXU
-100.0%
+257.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.8% |
| 7D | -4.9% | +1.3% | -6.2% | -4.5% |
| 30D | -3.2% | +5.1% | -8.4% | -1.8% |
| 3M | +5.8% | -9.1% | +15.0% | +3.4% |
| 6M | +2.0% | -29.6% | +31.6% | -6.7% |
| YTD | +5.8% | -27.7% | +33.5% | -2.2% |
| 1Y | -7.9% | -37.0% | +29.0% | -17.8% |
| 3Y | -19.4% | -80.2% | +60.8% | -45.3% |
| 5Y | -29.5% | -86.0% | +56.5% | -51.0% |
| 10Y | -15.5% | -99.5% | +84.0% | -71.6% |
| All | +157.2% | -100.0% | +257.1% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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