+507.5%
STM vs ZTS
+185.1%
+322.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.3% | +7.7% | +6.0% |
| 7D | -10.7% | -0.4% | -10.3% | -10.8% |
| 30D | -25.7% | +11.7% | -37.5% | -30.4% |
| 3M | -21.6% | +3.5% | -25.0% | -24.3% |
| 6M | -27.8% | -27.6% | -0.2% | -18.4% |
| YTD | +61.8% | -35.5% | +97.2% | +94.7% |
| 1Y | +78.1% | -32.1% | +110.2% | +107.6% |
| 3Y | +4.9% | -49.1% | +54.0% | +38.7% |
| 5Y | -14.3% | -61.0% | +46.8% | +30.7% |
| 10Y | +414.1% | +74.4% | +339.7% | +293.1% |
| All | +507.5% | +185.1% | +322.5% | +288.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling