+174.6%
ZTS vs SM
-28.2%
+202.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +1.9% | +26.3% | -24.4% | +0.7% |
| 3M | -4.0% | +8.7% | -12.7% | -4.6% |
| 6M | -39.1% | +51.7% | -90.8% | -40.7% |
| YTD | -38.8% | +99.0% | -137.9% | -41.3% |
| 1Y | -49.6% | +34.6% | -84.2% | -50.7% |
| 3Y | -59.0% | -7.8% | -51.2% | -59.6% |
| 5Y | -61.8% | +104.8% | -166.5% | -64.1% |
| 10Y | +61.4% | +7.2% | +54.2% | +39.0% |
| All | +174.6% | -28.2% | +202.8% | +138.6% |
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 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