+38.6%
ZTS vs SE
+363.8%
-325.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +5.6% | -0.5% | +6.1% | +5.6% |
| 30D | +12.1% | -20.9% | +33.0% | +15.7% |
| 3M | +11.3% | -38.9% | +50.2% | +18.8% |
| 6M | +14.3% | -19.4% | +33.7% | +16.8% |
| YTD | -31.9% | -40.9% | +9.0% | -27.8% |
| 1Y | -29.3% | -46.2% | +16.9% | -24.1% |
| 3Y | -48.0% | +63.7% | -111.8% | -54.2% |
| 5Y | -58.9% | -77.9% | +19.0% | -55.0% |
| All | +38.6% | +363.8% | -325.1% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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