+174.6%
ZTS vs SPXS
-99.9%
+274.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.2% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | +1.9% | +0.8% | +1.1% | +2.2% |
| 3M | -4.0% | -4.7% | +0.7% | -5.0% |
| 6M | -39.1% | -29.6% | -9.5% | -44.5% |
| YTD | -38.8% | -29.8% | -9.0% | -44.1% |
| 1Y | -49.6% | -38.9% | -10.6% | -55.5% |
| 3Y | -59.0% | -79.6% | +20.6% | -72.0% |
| 5Y | -61.8% | -85.9% | +24.2% | -73.3% |
| 10Y | +61.4% | -99.5% | +161.0% | -46.2% |
| All | +174.6% | -99.9% | +274.5% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling