+262.4%
ZBH vs SPYG
+1,008.0%
-745.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -1.8% |
| 7D | -6.6% | -1.8% | -4.7% | -5.5% |
| 30D | -4.9% | -1.9% | -3.0% | -3.8% |
| 3M | +5.1% | +5.2% | 0.0% | +1.2% |
| 6M | +1.3% | +15.6% | -14.2% | -8.5% |
| YTD | +3.4% | +12.4% | -9.1% | -5.4% |
| 1Y | -8.7% | +17.5% | -26.1% | -19.1% |
| 3Y | -21.2% | +98.1% | -119.3% | -52.5% |
| 5Y | -29.2% | +84.9% | -114.1% | -56.1% |
| 10Y | -17.5% | +417.7% | -435.2% | -74.8% |
| All | +262.4% | +1,008.0% | -745.6% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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