+164.7%
SLV vs ZTS
+75.1%
+89.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | +3.7% | -0.6% | +4.3% | +3.7% |
| 30D | -15.2% | +11.0% | -26.1% | -16.3% |
| 3M | -21.8% | +10.9% | -32.7% | -22.9% |
| 6M | -36.3% | +0.9% | -37.3% | -36.7% |
| YTD | -27.8% | -33.0% | +5.1% | -24.0% |
| 1Y | +1.5% | -29.6% | +31.1% | +6.0% |
| 3Y | +128.5% | -49.0% | +177.6% | +148.7% |
| 5Y | +103.2% | -59.5% | +162.7% | +127.9% |
| 10Y | +164.7% | +77.0% | +87.7% | +150.0% |
| All | +164.7% | +75.1% | +89.6% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling