-26.7%
ZTS vs SRE
-7.5%
-19.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.9% | +10.4% | +7.9% |
| 7D | +15.4% | -2.1% | +17.5% | +15.7% |
| 30D | +25.8% | +6.1% | +19.7% | +24.1% |
| 3M | +18.1% | -3.5% | +21.6% | +18.4% |
| 6M | -19.7% | -10.8% | -9.0% | -17.5% |
| YTD | -27.5% | -4.0% | -23.5% | -26.4% |
| 1Y | -26.7% | -7.7% | -19.1% | -24.7% |
| All | -26.7% | -7.5% | -19.2% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling