+657.6%
STM vs ZTS
+54.3%
+603.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +1.1% |
| 7D | +5.2% | -4.8% | +10.0% | +8.0% |
| 30D | -7.4% | +1.2% | -8.6% | -8.7% |
| 3M | -30.6% | -6.0% | -24.6% | -29.8% |
| 6M | +66.4% | -38.7% | +105.1% | +111.8% |
| YTD | +101.1% | -40.6% | +141.8% | +160.9% |
| 1Y | +97.4% | -50.6% | +148.0% | +185.7% |
| 3Y | +21.1% | -58.7% | +79.9% | +89.8% |
| 5Y | +22.5% | -62.8% | +85.3% | +102.1% |
| 10Y | +657.6% | +56.2% | +601.4% | +488.4% |
| All | +657.6% | +54.3% | +603.3% | +488.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling