+97.0%
STM vs ZTS
-29.4%
+126.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +1.4% | -7.4% | +8.9% | +1.0% |
| 30D | -8.4% | +9.9% | -18.2% | -7.2% |
| 3M | -15.8% | +10.3% | -26.1% | -14.6% |
| 6M | -22.8% | +9.2% | -32.0% | -21.8% |
| YTD | +79.4% | -32.9% | +112.3% | +112.4% |
| 1Y | +97.0% | -29.7% | +126.7% | +130.4% |
| All | +97.0% | -29.4% | +126.4% | +130.4% |
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 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