-62.8%
ZTS vs SPY
+81.8%
-144.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.5% |
| 7D | -4.8% | +0.5% | -5.3% | -5.2% |
| 30D | +1.2% | -0.9% | +2.2% | +2.0% |
| 3M | -6.0% | +3.9% | -9.9% | -9.2% |
| 6M | -38.7% | +14.5% | -53.3% | -45.4% |
| YTD | -40.6% | +12.9% | -53.5% | -46.5% |
| 1Y | -50.6% | +19.4% | -70.0% | -57.5% |
| 3Y | -58.7% | +78.5% | -137.2% | -75.8% |
| 5Y | -62.8% | +81.8% | -144.6% | -79.0% |
| All | -62.8% | +81.8% | -144.6% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling