+58.8%
ZTS vs SPY
+312.5%
-253.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.1% |
| 7D | -3.8% | -0.4% | -3.4% | -3.4% |
| 30D | -2.0% | -1.4% | -0.7% | -0.8% |
| 3M | -10.2% | +3.7% | -13.9% | -13.4% |
| 6M | -39.4% | +13.0% | -52.4% | -46.0% |
| YTD | -40.8% | +12.4% | -53.2% | -47.0% |
| 1Y | -50.1% | +18.5% | -68.6% | -57.4% |
| 3Y | -58.9% | +77.6% | -136.5% | -76.3% |
| 5Y | -62.4% | +81.7% | -144.0% | -78.8% |
| 10Y | +58.8% | +319.7% | -260.8% | -59.5% |
| All | +58.8% | +312.5% | -253.7% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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