+165.6%
ZTS vs SCHG
+765.9%
-600.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | +0.2% |
| 7D | -3.8% | -0.9% | -2.9% | -3.1% |
| 30D | -2.0% | -2.3% | +0.3% | -0.4% |
| 3M | -10.2% | +4.5% | -14.7% | -13.4% |
| 6M | -39.4% | +13.6% | -53.0% | -45.2% |
| YTD | -40.8% | +7.6% | -48.4% | -44.4% |
| 1Y | -50.1% | +13.0% | -63.2% | -54.9% |
| 3Y | -58.9% | +87.0% | -145.9% | -75.8% |
| 5Y | -62.4% | +82.9% | -145.2% | -77.9% |
| 10Y | +58.8% | +453.6% | -394.8% | -66.1% |
| All | +165.6% | +765.9% | -600.3% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling