-60.1%
ZTS vs SMR
+1.6%
-61.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +4.9% | -0.5% |
| 7D | -4.5% | +4.7% | -9.2% | -4.6% |
| 30D | -3.3% | +3.2% | -6.5% | -3.4% |
| 3M | -9.7% | +9.9% | -19.6% | -10.1% |
| 6M | -38.8% | -15.1% | -23.7% | -38.9% |
| YTD | -41.2% | -27.9% | -13.2% | -41.1% |
| 1Y | -50.3% | -70.2% | +19.9% | -49.5% |
| 3Y | -59.1% | +72.5% | -131.6% | -63.0% |
| All | -60.1% | +1.6% | -61.7% | -63.5% |
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