+32.2%
ZTS vs SEI
+644.4%
-612.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.1% |
| 7D | -3.7% | +22.6% | -26.3% | -4.9% |
| 30D | -0.8% | +9.1% | -9.9% | -1.5% |
| 3M | -9.7% | -11.3% | +1.6% | -9.6% |
| 6M | -38.4% | +22.0% | -60.4% | -39.8% |
| YTD | -41.1% | +47.3% | -88.4% | -43.4% |
| 1Y | -50.6% | +124.8% | -175.4% | -54.3% |
| 3Y | -59.1% | +591.3% | -650.4% | -67.4% |
| 5Y | -62.7% | +1,008.2% | -1,070.9% | -72.6% |
| All | +32.2% | +644.4% | -612.2% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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