+544.3%
SPYM vs ZTS
+170.4%
+374.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.2% |
| 7D | +0.1% | -2.0% | +2.1% | +0.8% |
| 30D | +0.1% | +1.9% | -1.8% | -0.9% |
| 3M | +2.0% | -4.0% | +6.0% | +2.8% |
| 6M | +13.1% | -39.1% | +52.2% | +32.4% |
| YTD | +13.6% | -38.8% | +52.4% | +32.5% |
| 1Y | +20.1% | -49.6% | +69.6% | +49.9% |
| 3Y | +77.6% | -59.0% | +136.5% | +135.1% |
| 5Y | +82.5% | -61.8% | +144.3% | +144.0% |
| 10Y | +317.6% | +61.4% | +256.2% | +249.6% |
| All | +544.3% | +170.4% | +374.0% | +381.9% |
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