-34.8%
ZTS vs SITM
+4,789.7%
-4,824.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.4% | -0.3% |
| 7D | -3.7% | +3.9% | -7.6% | -4.1% |
| 30D | -0.8% | -6.6% | +5.8% | -0.4% |
| 3M | -9.7% | -11.9% | +2.1% | -9.8% |
| 6M | -38.4% | +81.1% | -119.5% | -44.6% |
| YTD | -41.1% | +80.0% | -121.1% | -47.3% |
| 1Y | -50.6% | +145.8% | -196.5% | -58.0% |
| 3Y | -59.1% | +475.9% | -535.0% | -71.2% |
| 5Y | -62.7% | +189.2% | -251.9% | -73.3% |
| All | -34.8% | +4,789.7% | -4,824.5% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling