+58.8%
ZTS vs SM
+16.0%
+42.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -3.8% | -0.2% | -3.5% | -3.8% |
| 30D | -2.0% | +20.3% | -22.3% | -3.0% |
| 3M | -10.2% | +22.9% | -33.1% | -11.3% |
| 6M | -39.4% | +47.8% | -87.2% | -40.9% |
| YTD | -40.8% | +107.5% | -148.3% | -43.3% |
| 1Y | -50.1% | +51.7% | -101.9% | -51.5% |
| 3Y | -58.9% | -0.9% | -58.0% | -59.6% |
| 5Y | -62.4% | +112.2% | -174.6% | -64.6% |
| 10Y | +58.8% | +20.3% | +38.5% | +35.8% |
| All | +58.8% | +16.0% | +42.9% | +35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling