+96.5%
STM vs ZTS
-26.9%
+123.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +7.5% | -13.5% | -5.1% |
| 7D | -6.0% | +15.4% | -21.4% | -4.4% |
| 30D | -20.9% | +25.8% | -46.7% | -19.2% |
| 3M | -15.8% | +18.1% | -33.9% | -14.1% |
| 6M | -17.0% | -19.7% | +2.7% | -6.4% |
| YTD | +76.8% | -27.5% | +104.3% | +109.0% |
| 1Y | +96.5% | -26.7% | +123.2% | +131.8% |
| All | +96.5% | -26.9% | +123.4% | +131.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling