+532.5%
SPYM vs ZTS
+200.9%
+331.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | +2.6% | +5.6% | -3.0% | +0.7% |
| 30D | -2.0% | +12.1% | -14.1% | -6.1% |
| 3M | -2.8% | +11.3% | -14.1% | -6.8% |
| 6M | +2.2% | +14.3% | -12.2% | -3.7% |
| YTD | +11.5% | -31.9% | +43.4% | +24.8% |
| 1Y | +13.5% | -29.3% | +42.8% | +25.0% |
| 3Y | +78.0% | -48.0% | +126.1% | +114.7% |
| 5Y | +73.1% | -58.9% | +132.0% | +125.6% |
| 10Y | +310.9% | +81.7% | +229.2% | +229.4% |
| All | +532.5% | +200.9% | +331.6% | +354.0% |
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