+58.8%
ZTS vs SFM
+280.6%
-221.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | 0.0% |
| 7D | -3.8% | -7.2% | +3.4% | -3.2% |
| 30D | -2.0% | -14.3% | +12.3% | -0.8% |
| 3M | -10.2% | -13.7% | +3.5% | -9.2% |
| 6M | -39.4% | -6.0% | -33.4% | -39.4% |
| YTD | -40.8% | -8.2% | -32.6% | -40.7% |
| 1Y | -50.1% | -46.2% | -3.9% | -47.7% |
| 3Y | -58.9% | +83.6% | -142.4% | -62.4% |
| 5Y | -62.4% | +212.7% | -275.1% | -67.7% |
| 10Y | +58.8% | +273.0% | -214.2% | +31.1% |
| All | +58.8% | +280.6% | -221.8% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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