-29.8%
ZTS vs SFM
-38.3%
+8.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | -0.6% | -6.9% | +6.3% | 0.0% |
| 30D | +11.0% | -25.0% | +35.9% | +11.9% |
| 3M | +10.9% | -42.7% | +53.7% | +12.2% |
| 6M | +0.9% | -41.0% | +41.9% | +2.3% |
| YTD | -33.0% | -38.7% | +5.7% | -31.1% |
| All | -29.8% | -38.3% | +8.5% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling