+3,636.6%
SMH vs ZTS
+170.4%
+3,466.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.9% |
| 7D | +2.5% | -2.0% | +4.5% | +3.4% |
| 30D | -0.5% | +1.9% | -2.4% | -2.0% |
| 3M | -9.6% | -4.0% | -5.6% | -9.4% |
| 6M | +42.1% | -39.1% | +81.2% | +73.6% |
| YTD | +57.4% | -38.8% | +96.2% | +91.3% |
| 1Y | +96.2% | -49.6% | +145.8% | +161.2% |
| 3Y | +267.9% | -59.0% | +326.9% | +427.9% |
| 5Y | +327.7% | -61.8% | +389.4% | +527.8% |
| 10Y | +1,764.6% | +61.4% | +1,703.2% | +1,376.9% |
| All | +3,636.6% | +170.4% | +3,466.3% | +2,435.7% |
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