-59.0%
ZTS vs SEI
+597.1%
-656.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.1% | -0.4% |
| 7D | -3.8% | +28.2% | -32.0% | -4.0% |
| 30D | -2.0% | +15.5% | -17.5% | -2.2% |
| 3M | -10.2% | -1.4% | -8.8% | -10.1% |
| 6M | -39.4% | +37.4% | -76.8% | -40.0% |
| YTD | -40.8% | +47.8% | -88.6% | -41.6% |
| 1Y | -50.1% | +174.3% | -224.4% | -51.9% |
| All | -59.0% | +597.1% | -656.1% | -63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling