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  • ZTS vs SIRI✓SelectedUSD · SIRIZTS vs SIRI performance historyLatest closeAs of-2.97%09/08
Stock and ETF performance explorer

ZTS vs SIRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+166.5%
SIRI return
+14.5%
Excess return
+152.0%
Maximum drawdown
-69.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSIRIExcessAlpha
1D-3.0%-0.7%-2.3%-2.8%
7D-4.8%+4.3%-9.0%-5.6%
30D+1.2%-2.8%+4.1%+1.7%
3M-6.0%+5.9%-11.9%-7.3%
6M-38.7%+31.9%-70.7%-42.4%
YTD-40.6%+48.7%-89.3%-45.6%
1Y-50.6%+23.2%-73.8%-53.1%
3Y-58.7%-23.9%-34.9%-58.7%
5Y-62.8%-43.4%-19.4%-62.1%
10Y+56.2%-13.6%+69.8%+33.0%
All+166.5%+14.5%+152.0%+114.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling