+87.8%
ZTS vs SPY
+307.0%
-219.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +5.6% | +2.6% | +3.0% | +3.2% |
| 30D | +12.1% | -2.0% | +14.1% | +14.1% |
| 3M | +11.3% | -2.8% | +14.1% | +14.1% |
| 6M | +14.3% | +2.1% | +12.2% | +11.6% |
| YTD | -31.9% | +11.5% | -43.4% | -38.5% |
| 1Y | -29.3% | +13.5% | -42.7% | -37.2% |
| 3Y | -48.0% | +77.7% | -125.7% | -70.1% |
| 5Y | -58.9% | +72.6% | -131.5% | -75.7% |
| All | +87.8% | +307.0% | -219.2% | -52.4% |
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