+58.8%
ZTS vs SO
+155.9%
-97.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | -2.0% | -2.5% | +0.5% | -1.0% |
| 3M | -10.2% | -4.2% | -6.0% | -8.6% |
| 6M | -39.4% | -7.7% | -31.8% | -37.3% |
| YTD | -40.8% | +3.8% | -44.6% | -42.0% |
| 1Y | -50.1% | +0.1% | -50.2% | -50.4% |
| 3Y | -58.9% | +44.2% | -103.1% | -65.6% |
| 5Y | -62.4% | +57.9% | -120.2% | -70.1% |
| 10Y | +58.8% | +162.0% | -103.2% | +5.1% |
| All | +58.8% | +155.9% | -97.1% | +5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling