+87.0%
SCHW vs ZTS
-59.2%
+146.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +0.9% |
| 7D | -2.8% | -4.5% | +1.7% | -2.0% |
| 30D | -0.1% | -3.3% | +3.3% | +0.5% |
| 3M | +20.6% | -9.7% | +30.3% | +22.5% |
| 6M | +15.9% | -38.8% | +54.8% | +26.3% |
| YTD | +8.5% | -41.2% | +49.7% | +19.0% |
| 1Y | +17.8% | -50.3% | +68.1% | +33.0% |
| All | +87.0% | -59.2% | +146.2% | +129.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling