+82.3%
SPYM vs ZTS
-63.0%
+145.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | -0.4% | -3.8% | +3.4% | +0.7% |
| 30D | -1.4% | -2.0% | +0.7% | -1.0% |
| 3M | +3.7% | -10.2% | +13.9% | +6.4% |
| 6M | +13.0% | -39.4% | +52.5% | +29.0% |
| YTD | +12.5% | -40.8% | +53.3% | +29.2% |
| 1Y | +18.6% | -50.1% | +68.7% | +43.7% |
| 3Y | +78.0% | -58.9% | +136.9% | +126.6% |
| 5Y | +82.3% | -62.4% | +144.7% | +131.7% |
| All | +82.3% | -63.0% | +145.3% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling