+16.7%
STM vs ZTS
-48.0%
+64.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | +0.4% |
| 7D | +12.0% | +5.6% | +6.4% | +11.0% |
| 30D | -0.4% | +12.1% | -12.4% | -2.3% |
| 3M | -13.2% | +11.3% | -24.5% | -15.0% |
| 6M | -26.1% | +14.3% | -40.4% | -28.8% |
| YTD | +81.2% | -31.9% | +113.1% | +107.7% |
| 1Y | +98.3% | -29.3% | +127.6% | +123.5% |
| 3Y | +16.7% | -48.0% | +64.8% | +44.3% |
| All | +16.7% | -48.0% | +64.7% | +44.3% |
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