+189.6%
ZTS vs SM
-41.0%
+230.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.3% |
| 7D | -0.4% | -25.9% | +25.5% | +0.9% |
| 30D | +11.7% | -15.1% | +26.8% | +12.4% |
| 3M | +3.5% | +4.9% | -1.4% | +2.9% |
| 6M | -27.6% | +6.1% | -33.8% | -28.3% |
| YTD | -35.5% | +63.4% | -98.9% | -37.7% |
| 1Y | -32.1% | +72.5% | -104.6% | -34.7% |
| 3Y | -49.1% | -16.9% | -32.2% | -49.7% |
| 5Y | -61.0% | -10.6% | -50.4% | -62.1% |
| 10Y | +74.4% | +11.3% | +63.1% | +49.5% |
| All | +189.6% | -41.0% | +230.6% | +153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling