-62.8%
ZTS vs SPXS
-85.4%
+22.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.1% |
| 7D | -4.5% | +6.4% | -10.9% | -2.9% |
| 30D | -3.3% | +6.0% | -9.3% | -1.7% |
| 3M | -9.7% | -11.6% | +1.9% | -12.5% |
| 6M | -38.8% | -28.7% | -10.1% | -43.7% |
| YTD | -41.2% | -26.3% | -14.9% | -45.1% |
| 1Y | -50.3% | -34.9% | -15.4% | -54.9% |
| 3Y | -59.1% | -79.5% | +20.3% | -71.8% |
| 5Y | -62.8% | -85.9% | +23.2% | -74.1% |
| All | -62.8% | -85.4% | +22.6% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling