+36.4%
ZTS vs SE
+372.6%
-336.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -0.6% | 0.0% | -0.7% | -0.6% |
| 30D | +11.0% | -19.4% | +30.3% | +14.2% |
| 3M | +10.9% | -33.1% | +44.0% | +16.8% |
| 6M | +0.9% | -11.4% | +12.4% | +1.7% |
| YTD | -33.0% | -39.8% | +6.8% | -29.1% |
| 1Y | -29.6% | -50.5% | +20.9% | -23.7% |
| 3Y | -49.0% | +68.9% | -117.9% | -55.3% |
| 5Y | -59.5% | -77.1% | +17.6% | -56.0% |
| All | +36.4% | +372.6% | -336.2% | -13.7% |
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