+52.9%
ZTS vs SEI
+605.9%
-553.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +5.6% | +10.5% | -4.9% | +5.1% |
| 30D | +12.1% | -8.0% | +20.1% | +12.0% |
| 3M | +11.3% | +6.7% | +4.5% | +9.9% |
| 6M | +14.3% | -17.0% | +31.3% | +14.0% |
| YTD | -31.9% | +39.7% | -71.5% | -34.8% |
| 1Y | -29.3% | +43.2% | -72.4% | -32.6% |
| 3Y | -48.0% | +676.3% | -724.4% | -59.4% |
| 5Y | -58.9% | +891.0% | -949.9% | -69.6% |
| All | +52.9% | +605.9% | -553.0% | +8.7% |
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