+55.7%
ZTS vs SCHG
+459.0%
-403.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | -3.7% | -1.0% | -2.7% | -3.0% |
| 30D | -0.8% | -1.3% | +0.5% | +0.1% |
| 3M | -9.7% | +5.4% | -15.2% | -13.3% |
| 6M | -38.4% | +14.4% | -52.8% | -44.4% |
| YTD | -41.1% | +8.0% | -49.1% | -44.7% |
| 1Y | -50.6% | +12.7% | -63.3% | -55.1% |
| 3Y | -59.1% | +85.6% | -144.7% | -75.5% |
| 5Y | -62.7% | +85.5% | -148.2% | -78.0% |
| All | +55.7% | +459.0% | -403.3% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling