+181.2%
ZTS vs SFM
+132.6%
+48.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -0.9% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | +1.9% | -4.4% | +6.3% | +2.3% |
| 3M | -4.0% | +1.5% | -5.5% | -4.3% |
| 6M | -39.1% | +6.5% | -45.6% | -39.8% |
| YTD | -38.8% | +2.2% | -41.0% | -39.3% |
| 1Y | -49.6% | -41.9% | -7.7% | -47.6% |
| 3Y | -59.0% | +106.8% | -165.7% | -62.7% |
| 5Y | -61.8% | +231.6% | -293.3% | -67.1% |
| 10Y | +61.4% | +258.4% | -197.0% | +33.4% |
| All | +181.2% | +132.6% | +48.6% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling