+78.5%
SPY vs ZTS
-59.1%
+137.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.4% | -0.1% |
| 7D | +0.5% | -4.8% | +5.3% | +1.3% |
| 30D | -0.9% | +1.2% | -2.2% | -1.2% |
| 3M | +3.9% | -6.0% | +9.9% | +4.7% |
| 6M | +14.5% | -38.7% | +53.3% | +24.6% |
| YTD | +12.9% | -40.6% | +53.5% | +23.7% |
| 1Y | +19.4% | -50.6% | +70.0% | +36.1% |
| 3Y | +78.5% | -58.7% | +137.2% | +110.6% |
| All | +78.5% | -59.1% | +137.5% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling