+427.3%
SCHD vs ZTS
+162.3%
+265.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.8% | -0.2% |
| 7D | -1.1% | -4.8% | +3.6% | +0.3% |
| 30D | +1.5% | +1.2% | +0.3% | +1.0% |
| 3M | +7.4% | -6.0% | +13.4% | +9.0% |
| 6M | +12.4% | -38.7% | +51.1% | +28.7% |
| YTD | +27.5% | -40.6% | +68.1% | +47.3% |
| 1Y | +30.0% | -50.6% | +80.6% | +58.8% |
| 3Y | +56.5% | -58.7% | +115.2% | +99.6% |
| 5Y | +60.7% | -62.8% | +123.5% | +108.3% |
| 10Y | +237.8% | +56.2% | +181.6% | +185.0% |
| All | +427.3% | +162.3% | +265.0% | +296.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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