+3,107.7%
SMH vs ZTS
+200.9%
+2,906.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.4% |
| 7D | +4.9% | +5.6% | -0.7% | +2.5% |
| 30D | -13.8% | +12.1% | -25.9% | -18.4% |
| 3M | -17.4% | +11.3% | -28.6% | -22.0% |
| 6M | -15.0% | +14.3% | -29.3% | -21.9% |
| YTD | +35.2% | -31.9% | +67.0% | +55.5% |
| 1Y | +41.6% | -29.3% | +70.9% | +59.3% |
| 3Y | +215.6% | -48.0% | +263.7% | +299.5% |
| 5Y | +233.2% | -58.9% | +292.1% | +372.2% |
| 10Y | +1,458.7% | +81.7% | +1,377.0% | +1,066.1% |
| All | +3,107.7% | +200.9% | +2,906.8% | +1,961.1% |
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