+174.6%
ZTS vs SHEL
+164.1%
+10.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -2.0% | +2.2% | -4.2% | -2.5% |
| 30D | +1.9% | +6.8% | -4.9% | +0.4% |
| 3M | -4.0% | +8.1% | -12.1% | -5.8% |
| 6M | -39.1% | +14.4% | -53.5% | -41.0% |
| YTD | -38.8% | +30.0% | -68.8% | -42.5% |
| 1Y | -49.6% | +33.3% | -82.9% | -52.9% |
| 3Y | -59.0% | +66.4% | -125.4% | -63.8% |
| 5Y | -61.8% | +178.6% | -240.3% | -70.6% |
| 10Y | +61.4% | +198.4% | -137.0% | +16.3% |
| All | +174.6% | +164.1% | +10.5% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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