-48.0%
ZTS vs SO
+52.7%
-100.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | +5.6% | +1.4% | +4.2% | +5.0% |
| 30D | +12.1% | +4.7% | +7.4% | +10.1% |
| 3M | +11.3% | +1.7% | +9.6% | +10.5% |
| 6M | +14.3% | +2.2% | +12.2% | +13.2% |
| YTD | -31.9% | +10.0% | -41.8% | -34.5% |
| 1Y | -29.3% | +6.0% | -35.3% | -31.0% |
| 3Y | -48.0% | +54.1% | -102.2% | -54.2% |
| All | -48.0% | +52.7% | -100.8% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling