-50.3%
ZTS vs SRE
+7.5%
-57.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -4.5% | -0.7% | -3.8% | -4.4% |
| 30D | -3.3% | -1.7% | -1.6% | -3.3% |
| 3M | -9.7% | -7.1% | -2.7% | -8.6% |
| 6M | -38.8% | -8.4% | -30.5% | -37.6% |
| YTD | -41.2% | -3.5% | -37.7% | -40.3% |
| 1Y | -50.3% | +5.4% | -55.7% | -49.0% |
| All | -50.3% | +7.5% | -57.8% | -49.0% |
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