+117.5%
ZTS vs SPMO
+495.2%
-377.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +2.0% |
| 7D | +5.6% | +6.3% | -0.8% | +1.8% |
| 30D | +12.1% | -8.9% | +20.9% | +17.7% |
| 3M | +11.3% | -13.2% | +24.5% | +19.8% |
| 6M | +14.3% | -9.3% | +23.6% | +16.8% |
| YTD | -31.9% | +11.6% | -43.4% | -39.9% |
| 1Y | -29.3% | +13.4% | -42.6% | -38.4% |
| 3Y | -48.0% | +122.9% | -170.9% | -73.8% |
| 5Y | -58.9% | +113.9% | -172.8% | -78.7% |
| 10Y | +81.7% | +460.5% | -378.9% | -44.0% |
| All | +117.5% | +495.2% | -377.7% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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