+200.7%
ZTS vs SMTC
+273.4%
-72.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.5% |
| 7D | -0.6% | -10.9% | +10.3% | +0.2% |
| 30D | +11.0% | -39.4% | +50.4% | +16.5% |
| 3M | +10.9% | -13.5% | +24.5% | +9.9% |
| 6M | +0.9% | -6.8% | +7.8% | -3.5% |
| YTD | -33.0% | +54.0% | -87.0% | -41.6% |
| 1Y | -29.6% | +50.8% | -80.4% | -38.7% |
| 3Y | -49.0% | +677.3% | -726.4% | -71.5% |
| 5Y | -59.5% | +28.7% | -88.2% | -67.4% |
| 10Y | +77.0% | +339.9% | -262.9% | +0.6% |
| All | +200.7% | +273.4% | -72.7% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling