+55.5%
ZTS vs SRE
+124.1%
-68.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -4.5% | -0.7% | -3.8% | -4.3% |
| 30D | -3.3% | -1.7% | -1.6% | -3.0% |
| 3M | -9.7% | -7.1% | -2.7% | -7.7% |
| 6M | -38.8% | -8.4% | -30.5% | -37.1% |
| YTD | -41.2% | -3.5% | -37.7% | -40.8% |
| 1Y | -50.3% | +5.4% | -55.7% | -51.6% |
| 3Y | -59.1% | +29.5% | -88.7% | -64.3% |
| 5Y | -62.8% | +48.3% | -111.1% | -69.4% |
| All | +55.5% | +124.1% | -68.6% | +15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling