-30.0%
ZTS vs SMR
-81.1%
+51.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.8% | +8.3% | +0.5% |
| 7D | +1.0% | +10.3% | -9.3% | +1.0% |
| 30D | +12.4% | -25.7% | +38.1% | +12.7% |
| 3M | +13.6% | -49.7% | +63.3% | +14.1% |
| 6M | +9.3% | -59.8% | +69.1% | +10.5% |
| YTD | -32.6% | -66.0% | +33.4% | -32.0% |
| All | -30.0% | -81.1% | +51.2% | -30.9% |
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