+47.6%
SOFI vs ZTS
-52.9%
+100.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | +0.4% |
| 7D | +5.6% | -4.8% | +10.4% | +8.3% |
| 30D | -2.0% | +1.2% | -3.3% | -2.9% |
| 3M | +9.2% | -6.0% | +15.2% | +11.4% |
| 6M | -4.7% | -38.7% | +34.0% | +21.7% |
| YTD | -31.2% | -40.6% | +9.4% | -10.8% |
| 1Y | -30.6% | -50.6% | +20.0% | 0.0% |
| 3Y | +110.6% | -58.7% | +169.4% | +234.7% |
| 5Y | +16.4% | -62.8% | +79.2% | +93.9% |
| All | +47.6% | -52.9% | +100.5% | +101.4% |
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