-59.3%
ZTS vs SFM
+104.1%
-163.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | -0.6% | -6.9% | +6.3% | +0.1% |
| 30D | +11.0% | -25.0% | +35.9% | +13.4% |
| 3M | +10.9% | -42.7% | +53.7% | +15.9% |
| 6M | +0.9% | -41.0% | +41.9% | +5.1% |
| YTD | -33.0% | -38.7% | +5.7% | -30.7% |
| 1Y | -29.6% | -38.1% | +8.5% | -27.3% |
| 3Y | -49.0% | +19.3% | -68.4% | -53.5% |
| All | -59.3% | +104.1% | -163.5% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling