-49.1%
ZTS vs SM
-20.0%
-29.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.3% |
| 7D | -0.4% | -25.9% | +25.5% | +0.4% |
| 30D | +11.7% | -15.1% | +26.8% | +11.9% |
| 3M | +3.5% | +4.9% | -1.4% | +2.3% |
| 6M | -27.6% | +6.1% | -33.8% | -28.8% |
| YTD | -35.5% | +63.4% | -98.9% | -39.5% |
| 1Y | -32.1% | +72.5% | -104.6% | -36.8% |
| 3Y | -49.1% | -16.9% | -32.2% | -54.3% |
| All | -49.1% | -20.0% | -29.0% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling