+174.6%
ZTS vs SO
+252.8%
-78.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | +1.9% | -4.6% | +6.5% | +3.8% |
| 3M | -4.0% | -3.0% | -1.0% | -2.9% |
| 6M | -39.1% | -8.3% | -30.9% | -37.0% |
| YTD | -38.8% | +3.5% | -42.3% | -39.9% |
| 1Y | -49.6% | -0.9% | -48.6% | -49.6% |
| 3Y | -59.0% | +45.4% | -104.3% | -65.3% |
| 5Y | -61.8% | +59.6% | -121.4% | -69.1% |
| 10Y | +61.4% | +156.6% | -95.2% | +10.3% |
| All | +174.6% | +252.8% | -78.2% | +75.9% |
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 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