+659.4%
STM vs ZTS
+170.4%
+489.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.2% |
| 7D | +5.8% | -2.0% | +7.8% | +6.8% |
| 30D | -1.0% | +1.9% | -2.9% | -2.9% |
| 3M | -33.3% | -4.0% | -29.3% | -33.2% |
| 6M | +57.4% | -39.1% | +96.5% | +97.1% |
| YTD | +102.2% | -38.8% | +141.0% | +152.3% |
| 1Y | +99.6% | -49.6% | +149.2% | +176.2% |
| 3Y | +14.5% | -59.0% | +73.5% | +73.2% |
| 5Y | +21.4% | -61.8% | +83.1% | +88.0% |
| 10Y | +695.0% | +61.4% | +633.5% | +535.3% |
| All | +659.4% | +170.4% | +489.0% | +403.1% |
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