-50.1%
ZTS vs SFM
-47.5%
-2.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.3% |
| 7D | -3.8% | -7.2% | +3.4% | -3.6% |
| 30D | -2.0% | -14.3% | +12.3% | -1.8% |
| 3M | -10.2% | -13.7% | +3.5% | -10.0% |
| 6M | -39.4% | -6.0% | -33.4% | -39.2% |
| YTD | -40.8% | -8.2% | -32.6% | -40.5% |
| 1Y | -50.1% | -46.2% | -3.9% | -48.6% |
| All | -50.1% | -47.5% | -2.6% | -48.6% |
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