+21.7%
STM vs ZTS
-57.7%
+79.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +5.8% | -2.0% | +7.8% | +6.2% |
| 30D | -1.0% | +1.9% | -2.9% | -1.8% |
| 3M | -33.3% | -4.0% | -29.3% | -33.0% |
| 6M | +57.4% | -39.1% | +96.5% | +84.1% |
| YTD | +102.2% | -38.8% | +141.0% | +136.1% |
| 1Y | +99.6% | -49.6% | +149.2% | +150.6% |
| All | +21.7% | -57.7% | +79.4% | +55.2% |
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 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