+200.2%
ZTS vs SO
+274.7%
-74.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.3% | +3.1% |
| 7D | -1.0% | -1.1% | +0.1% | -0.6% |
| 30D | +10.8% | +8.6% | +2.2% | +7.1% |
| 3M | +14.1% | +1.8% | +12.3% | +13.1% |
| 6M | +0.8% | +3.6% | -2.9% | -0.9% |
| YTD | -33.1% | +9.9% | -43.0% | -35.9% |
| 1Y | -30.0% | +5.7% | -35.7% | -31.9% |
| 3Y | -49.5% | +52.5% | -102.0% | -58.1% |
| 5Y | -60.2% | +77.3% | -137.6% | -69.2% |
| 10Y | +77.0% | +186.8% | -109.7% | +16.8% |
| All | +200.2% | +274.7% | -74.5% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling