+21.0%
STM vs ZTS
-61.7%
+82.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +5.8% | -2.0% | +7.8% | +6.6% |
| 30D | -1.0% | +1.9% | -2.9% | -2.5% |
| 3M | -33.3% | -4.0% | -29.3% | -33.1% |
| 6M | +57.4% | -39.1% | +96.5% | +93.7% |
| YTD | +102.2% | -38.8% | +141.0% | +148.1% |
| 1Y | +99.6% | -49.6% | +149.2% | +170.3% |
| 3Y | +14.5% | -59.0% | +73.5% | +69.0% |
| All | +21.0% | -61.7% | +82.7% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling