-49.9%
ZTS vs SM
+45.2%
-95.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -2.9% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | +1.2% | +31.5% | -30.3% | +1.3% |
| 3M | -6.0% | +17.3% | -23.4% | -6.1% |
| 6M | -38.7% | +48.5% | -87.3% | -39.9% |
| YTD | -40.6% | +106.3% | -146.9% | -44.3% |
| All | -49.9% | +45.2% | -95.1% | -52.4% |
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