+94.3%
SLV vs ZTS
+170.4%
-76.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -0.3% | -2.0% | +1.6% | -0.1% |
| 30D | +6.7% | +1.9% | +4.8% | +6.3% |
| 3M | -10.7% | -4.0% | -6.7% | -10.5% |
| 6M | -20.6% | -39.1% | +18.5% | -16.2% |
| YTD | -7.1% | -38.8% | +31.7% | -2.1% |
| 1Y | +62.0% | -49.6% | +111.5% | +74.9% |
| 3Y | +169.8% | -59.0% | +228.8% | +197.4% |
| 5Y | +161.5% | -61.8% | +223.2% | +187.5% |
| 10Y | +224.4% | +61.4% | +163.0% | +215.7% |
| All | +94.3% | +170.4% | -76.0% | +79.8% |
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