-62.8%
ZTS vs SITM
+176.0%
-238.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -4.5% | +4.8% | -9.3% | -4.8% |
| 30D | -3.3% | -9.7% | +6.4% | -2.8% |
| 3M | -9.7% | -9.3% | -0.4% | -10.1% |
| 6M | -38.8% | +69.5% | -108.4% | -44.1% |
| YTD | -41.2% | +70.5% | -111.7% | -46.6% |
| 1Y | -50.3% | +145.3% | -195.6% | -57.2% |
| 3Y | -59.1% | +432.8% | -491.9% | -70.8% |
| 5Y | -62.8% | +174.0% | -236.8% | -73.7% |
| All | -62.8% | +176.0% | -238.8% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling