+200.2%
ZTS vs SM
-42.7%
+242.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.4% | +3.8% |
| 7D | -1.0% | -22.3% | +21.2% | +0.1% |
| 30D | +10.8% | -21.4% | +32.1% | +11.9% |
| 3M | +14.1% | +1.4% | +12.7% | +13.6% |
| 6M | +0.8% | +0.1% | +0.6% | +0.2% |
| YTD | -33.1% | +59.0% | -92.1% | -35.3% |
| 1Y | -30.0% | +64.3% | -94.3% | -32.5% |
| 3Y | -49.5% | -13.1% | -36.4% | -50.2% |
| 5Y | -60.2% | -13.9% | -46.4% | -61.3% |
| 10Y | +77.0% | +1.7% | +75.4% | +52.5% |
| All | +200.2% | -42.7% | +242.9% | +163.1% |
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 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