+200.2%
ZTS vs SPY
+530.7%
-330.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +1.6% |
| 7D | -1.0% | +0.1% | -1.1% | -0.8% |
| 30D | +10.8% | -3.3% | +14.1% | +14.2% |
| 3M | +14.1% | -2.4% | +16.5% | +16.6% |
| 6M | +0.8% | +2.6% | -1.8% | -2.0% |
| YTD | -33.1% | +11.2% | -44.3% | -39.5% |
| 1Y | -30.0% | +13.4% | -43.4% | -37.8% |
| 3Y | -49.5% | +79.9% | -129.4% | -71.3% |
| 5Y | -60.2% | +72.2% | -132.4% | -76.4% |
| 10Y | +77.0% | +307.3% | -230.3% | -53.8% |
| All | +200.2% | +530.7% | -330.5% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling