-62.8%
ZTS vs SIRI
-42.5%
-20.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.7% |
| 7D | -4.5% | -3.0% | -1.5% | -4.2% |
| 30D | -3.3% | +1.3% | -4.6% | -3.5% |
| 3M | -9.7% | +5.6% | -15.4% | -10.4% |
| 6M | -38.8% | +35.2% | -74.0% | -41.0% |
| YTD | -41.2% | +49.1% | -90.3% | -44.0% |
| 1Y | -50.3% | +26.8% | -77.1% | -51.9% |
| 3Y | -59.1% | -23.7% | -35.5% | -59.3% |
| 5Y | -62.8% | -41.8% | -20.9% | -61.6% |
| All | -62.8% | -42.5% | -20.3% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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