-26.7%
ZTS vs SMR
-87.0%
+60.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.5% | +12.0% | +7.5% |
| 7D | +15.4% | -9.5% | +25.0% | +15.4% |
| 30D | +25.8% | -33.2% | +59.0% | +25.9% |
| 3M | +18.1% | -45.9% | +64.0% | +18.3% |
| 6M | -19.7% | -57.9% | +38.1% | -18.9% |
| YTD | -27.5% | -63.8% | +36.3% | -27.2% |
| 1Y | -26.7% | -85.6% | +58.9% | -28.8% |
| All | -26.7% | -87.0% | +60.3% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling