-26.7%
ZTS vs SO
+3.3%
-30.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.7% | +8.2% | +7.7% |
| 7D | +15.4% | +1.7% | +13.7% | +14.7% |
| 30D | +25.8% | +11.1% | +14.6% | +21.3% |
| 3M | +18.1% | +0.7% | +17.4% | +17.8% |
| 6M | -19.7% | -1.4% | -18.4% | -19.6% |
| YTD | -27.5% | +9.4% | -36.9% | -29.6% |
| 1Y | -26.7% | +3.7% | -30.5% | -24.9% |
| All | -26.7% | +3.3% | -30.0% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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