+89.4%
STM vs ZTS
-30.1%
+119.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.7% | +3.1% | +6.9% |
| 7D | -5.6% | -1.0% | -4.5% | -5.1% |
| 30D | -14.4% | +10.8% | -25.2% | -13.3% |
| 3M | -20.5% | +14.1% | -34.5% | -19.4% |
| 6M | -24.5% | +0.8% | -25.3% | -22.1% |
| YTD | +72.7% | -33.1% | +105.8% | +104.4% |
| All | +89.4% | -30.1% | +119.5% | +121.2% |
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