+655.5%
SCHW vs ZTS
+159.8%
+495.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +1.0% |
| 7D | -2.8% | -4.5% | +1.7% | -1.1% |
| 30D | -0.1% | -3.3% | +3.3% | +1.0% |
| 3M | +20.6% | -9.7% | +30.3% | +24.5% |
| 6M | +15.9% | -38.8% | +54.8% | +37.0% |
| YTD | +8.5% | -41.2% | +49.7% | +29.9% |
| 1Y | +17.8% | -50.3% | +68.1% | +49.7% |
| 3Y | +88.5% | -59.1% | +147.7% | +152.8% |
| 5Y | +60.6% | -62.8% | +123.4% | +119.8% |
| 10Y | +298.0% | +57.8% | +240.2% | +176.3% |
| All | +655.5% | +159.8% | +495.6% | +319.1% |
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