+55.7%
ZTS vs SPXS
-99.6%
+155.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | -0.6% |
| 7D | -3.7% | +2.5% | -6.2% | -3.0% |
| 30D | -0.8% | +4.2% | -5.0% | +0.5% |
| 3M | -9.7% | -9.3% | -0.4% | -12.1% |
| 6M | -38.4% | -30.7% | -7.7% | -44.1% |
| YTD | -41.1% | -28.1% | -13.0% | -45.7% |
| 1Y | -50.6% | -35.1% | -15.6% | -55.6% |
| 3Y | -59.1% | -79.6% | +20.4% | -72.2% |
| 5Y | -62.7% | -86.3% | +23.6% | -74.2% |
| All | +55.7% | -99.6% | +155.3% | -47.4% |
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