+55.7%
ZTS vs SMTC
+548.2%
-492.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.5% |
| 7D | -3.7% | +13.1% | -16.8% | -5.3% |
| 30D | -0.8% | +19.5% | -20.2% | -3.5% |
| 3M | -9.7% | +2.2% | -12.0% | -11.6% |
| 6M | -38.4% | +94.9% | -133.3% | -46.0% |
| YTD | -41.1% | +127.0% | -168.0% | -49.8% |
| 1Y | -50.6% | +174.6% | -225.2% | -59.5% |
| 3Y | -59.1% | +615.9% | -675.1% | -75.4% |
| 5Y | -62.7% | +125.6% | -188.3% | -71.5% |
| All | +55.7% | +548.2% | -492.5% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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