-54.2%
ZTS vs SMR
-52.0%
-2.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.8% | +8.3% | +0.6% |
| 7D | +1.0% | +10.3% | -9.3% | +0.8% |
| 30D | +12.4% | -25.7% | +38.1% | +13.0% |
| 3M | +13.6% | -49.7% | +63.3% | +14.9% |
| 6M | +9.3% | -59.8% | +69.1% | +11.0% |
| YTD | -32.6% | -66.0% | +33.4% | -31.6% |
| 1Y | -30.0% | -81.4% | +51.4% | -28.1% |
| 3Y | -48.7% | +130.6% | -179.4% | -55.5% |
| All | -54.2% | -52.0% | -2.2% | -57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling