-34.3%
ZTS vs SITM
+4,507.3%
-4,541.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -2.8% |
| 7D | -4.8% | +8.4% | -13.1% | -5.5% |
| 30D | +1.2% | -17.4% | +18.7% | +2.7% |
| 3M | -6.0% | -9.8% | +3.8% | -6.4% |
| 6M | -38.7% | +83.0% | -121.7% | -45.1% |
| YTD | -40.6% | +69.6% | -110.2% | -46.6% |
| 1Y | -50.6% | +144.9% | -195.5% | -58.0% |
| 3Y | -58.7% | +429.9% | -488.6% | -70.7% |
| 5Y | -62.8% | +169.2% | -232.0% | -73.2% |
| All | -34.3% | +4,507.3% | -4,541.6% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling