+4.9%
STM vs ZTS
-51.2%
+56.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.3% | +7.7% | +5.0% |
| 7D | -10.7% | -0.4% | -10.3% | -10.5% |
| 30D | -25.7% | +11.7% | -37.5% | -27.3% |
| 3M | -21.6% | +3.5% | -25.0% | -22.2% |
| 6M | -27.8% | -27.6% | -0.2% | -20.3% |
| YTD | +61.8% | -35.5% | +97.2% | +87.0% |
| 1Y | +78.1% | -32.1% | +110.2% | +101.3% |
| 3Y | +4.9% | -49.1% | +54.0% | +31.7% |
| All | +4.9% | -51.2% | +56.1% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling