+531.9%
SPY vs ZTS
+197.9%
+334.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | +3.3% | +1.0% | +2.3% | +2.9% |
| 30D | -2.7% | +12.4% | -15.1% | -6.9% |
| 3M | -1.7% | +13.6% | -15.3% | -6.6% |
| 6M | +3.1% | +9.3% | -6.2% | -1.3% |
| YTD | +11.9% | -32.6% | +44.5% | +25.9% |
| 1Y | +12.0% | -30.0% | +42.0% | +24.0% |
| 3Y | +78.2% | -48.7% | +126.9% | +116.5% |
| 5Y | +73.2% | -59.3% | +132.5% | +127.5% |
| 10Y | +309.6% | +79.8% | +229.9% | +221.9% |
| All | +531.9% | +197.9% | +334.1% | +332.4% |
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