+87.8%
ZTS vs SPXS
-99.5%
+187.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.4% |
| 7D | +5.6% | -7.5% | +13.1% | +3.3% |
| 30D | +12.1% | +5.3% | +6.8% | +14.6% |
| 3M | +11.3% | +9.7% | +1.6% | +15.4% |
| 6M | +14.3% | -4.6% | +18.9% | +14.2% |
| YTD | -31.9% | -25.8% | -6.1% | -36.2% |
| 1Y | -29.3% | -28.8% | -0.5% | -34.3% |
| 3Y | -48.0% | -80.2% | +32.1% | -64.9% |
| 5Y | -58.9% | -83.2% | +24.3% | -69.6% |
| All | +87.8% | -99.5% | +187.3% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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