-62.8%
ZTS vs SM
+111.2%
-174.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -3.2% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | +1.2% | +31.5% | -30.3% | -1.0% |
| 3M | -6.0% | +17.3% | -23.4% | -7.5% |
| 6M | -38.7% | +48.5% | -87.3% | -41.3% |
| YTD | -40.6% | +106.3% | -146.9% | -45.1% |
| 1Y | -50.6% | +47.3% | -97.9% | -52.9% |
| 3Y | -58.7% | -1.4% | -57.3% | -60.3% |
| 5Y | -62.8% | +114.0% | -176.9% | -65.6% |
| All | -62.8% | +111.2% | -174.1% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling