-48.6%
ZTS vs SRE
+23.7%
-72.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +1.0% | -1.1% | +2.1% | +1.3% |
| 30D | +12.4% | -4.1% | +16.5% | +13.4% |
| 3M | +13.6% | -7.3% | +20.9% | +15.2% |
| 6M | +9.3% | -14.1% | +23.4% | +12.8% |
| YTD | -32.6% | -8.5% | -24.1% | -31.4% |
| 1Y | -30.0% | -12.0% | -18.0% | -28.2% |
| All | -48.6% | +23.7% | -72.3% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling