-62.4%
ZTS vs SRE
+48.6%
-110.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -3.8% | +1.5% | -5.2% | -4.2% |
| 30D | -2.0% | +0.8% | -2.9% | -2.5% |
| 3M | -10.2% | -5.8% | -4.4% | -8.9% |
| 6M | -39.4% | -7.8% | -31.6% | -38.1% |
| YTD | -40.8% | -2.4% | -38.5% | -40.6% |
| 1Y | -50.1% | +8.9% | -59.0% | -51.7% |
| 3Y | -58.9% | +31.1% | -90.0% | -64.2% |
| 5Y | -62.4% | +48.6% | -111.0% | -67.4% |
| All | -62.4% | +48.6% | -110.9% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling