+85.9%
ZTS vs SMTC
+351.6%
-265.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +1.0% |
| 7D | +1.0% | +30.5% | -29.4% | -2.0% |
| 30D | +12.4% | -30.9% | +43.3% | +15.9% |
| 3M | +13.6% | -14.7% | +28.3% | +12.9% |
| 6M | +9.3% | -9.6% | +18.9% | +5.6% |
| YTD | -32.6% | +62.1% | -94.7% | -41.3% |
| 1Y | -30.0% | +66.6% | -96.6% | -39.5% |
| 3Y | -48.7% | +718.1% | -766.8% | -71.3% |
| 5Y | -59.3% | +32.8% | -92.1% | -66.6% |
| All | +85.9% | +351.6% | -265.7% | +16.6% |
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