+235.3%
SLV vs ZTS
+56.2%
+179.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.3% |
| 7D | +2.8% | -3.8% | +6.5% | +3.3% |
| 30D | +2.2% | -2.0% | +4.2% | +2.4% |
| 3M | +2.9% | -10.2% | +13.1% | +4.1% |
| 6M | -22.4% | -39.4% | +17.0% | -17.2% |
| YTD | -5.7% | -40.8% | +35.1% | +1.0% |
| 1Y | +63.3% | -50.1% | +113.4% | +79.5% |
| 3Y | +189.0% | -58.9% | +247.9% | +225.2% |
| 5Y | +172.7% | -62.4% | +235.0% | +207.4% |
| 10Y | +235.3% | +58.8% | +176.5% | +207.1% |
| All | +235.3% | +56.2% | +179.1% | +207.1% |
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 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