-26.7%
ZTS vs SM
+70.4%
-97.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -15.3% | +22.8% | +6.1% |
| 7D | +15.4% | -21.5% | +36.9% | +13.5% |
| 30D | +25.8% | -11.4% | +37.1% | +24.3% |
| 3M | +18.1% | +0.6% | +17.5% | +17.2% |
| 6M | -19.7% | +0.2% | -20.0% | -20.1% |
| YTD | -27.5% | +69.7% | -97.2% | -31.4% |
| 1Y | -26.7% | +71.6% | -98.3% | -30.8% |
| All | -26.7% | +70.4% | -97.1% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling