+87.8%
ZTS vs SRE
+127.7%
-39.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +5.6% | +1.8% | +3.8% | +4.9% |
| 30D | +12.1% | -3.0% | +15.1% | +13.3% |
| 3M | +11.3% | -7.3% | +18.5% | +13.9% |
| 6M | +14.3% | -11.9% | +26.2% | +19.1% |
| YTD | -31.9% | -7.9% | -24.0% | -30.3% |
| 1Y | -29.3% | -11.1% | -18.1% | -26.6% |
| 3Y | -48.0% | +24.8% | -72.9% | -54.2% |
| 5Y | -58.9% | +52.4% | -111.3% | -66.9% |
| All | +87.8% | +127.7% | -39.9% | +42.8% |
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