+541.3%
SPY vs ZTS
+170.4%
+370.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +0.1% | -2.0% | +2.1% | +0.8% |
| 30D | +0.1% | +1.9% | -1.9% | -1.0% |
| 3M | +2.0% | -4.0% | +6.0% | +2.8% |
| 6M | +13.0% | -39.1% | +52.1% | +32.6% |
| YTD | +13.5% | -38.8% | +52.3% | +32.7% |
| 1Y | +20.0% | -49.6% | +69.5% | +50.3% |
| 3Y | +77.2% | -59.0% | +136.2% | +135.6% |
| 5Y | +81.9% | -61.8% | +143.6% | +144.3% |
| 10Y | +314.1% | +61.4% | +252.6% | +238.8% |
| All | +541.3% | +170.4% | +370.9% | +355.8% |
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