-62.4%
ZTS vs SPXU
-85.9%
+23.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | 0.0% |
| 7D | -3.8% | +1.3% | -5.0% | -3.4% |
| 30D | -2.0% | +5.1% | -7.2% | -0.6% |
| 3M | -10.2% | -9.1% | -1.1% | -12.2% |
| 6M | -39.4% | -29.6% | -9.8% | -44.4% |
| YTD | -40.8% | -27.7% | -13.1% | -45.1% |
| 1Y | -50.1% | -37.0% | -13.2% | -55.1% |
| 3Y | -58.9% | -80.2% | +21.3% | -71.9% |
| 5Y | -62.4% | -86.0% | +23.7% | -73.9% |
| All | -62.4% | -85.9% | +23.5% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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