-58.7%
ZTS vs SFM
+96.9%
-155.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -2.6% |
| 7D | -4.8% | -5.8% | +1.0% | -4.4% |
| 30D | +1.2% | -11.4% | +12.6% | +1.9% |
| 3M | -6.0% | -12.2% | +6.2% | -5.4% |
| 6M | -38.7% | -5.2% | -33.6% | -38.6% |
| YTD | -40.6% | -4.5% | -36.2% | -40.6% |
| 1Y | -50.6% | -45.4% | -5.2% | -48.4% |
| 3Y | -58.7% | +91.1% | -149.8% | -65.5% |
| All | -58.7% | +96.9% | -155.6% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling