+77.0%
ZTS vs SM
+4.2%
+72.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.1% |
| 7D | -0.6% | -19.5% | +18.9% | +0.2% |
| 30D | +11.0% | -20.2% | +31.2% | +12.0% |
| 3M | +10.9% | -6.5% | +17.4% | +10.9% |
| 6M | +0.9% | +1.6% | -0.6% | +0.3% |
| YTD | -33.0% | +61.2% | -94.2% | -35.2% |
| 1Y | -29.6% | +65.4% | -95.0% | -32.1% |
| 3Y | -49.0% | -13.0% | -36.0% | -49.8% |
| 5Y | -59.5% | -4.3% | -55.2% | -60.7% |
| 10Y | +77.0% | +3.0% | +74.0% | +52.1% |
| All | +77.0% | +4.2% | +72.8% | +52.1% |
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