-58.7%
ZTS vs SMR
+88.2%
-147.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +15.3% | -18.2% | -3.2% |
| 7D | -4.8% | +21.4% | -26.2% | -5.1% |
| 30D | +1.2% | +13.8% | -12.6% | +0.9% |
| 3M | -6.0% | +3.9% | -9.9% | -6.2% |
| 6M | -38.7% | -4.2% | -34.5% | -38.9% |
| YTD | -40.6% | -21.1% | -19.5% | -40.7% |
| 1Y | -50.6% | -67.1% | +16.5% | -49.9% |
| 3Y | -58.7% | +88.9% | -147.6% | -62.2% |
| All | -58.7% | +88.2% | -147.0% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling