+166.5%
ZTS vs SRE
+243.1%
-76.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.6% |
| 7D | -4.8% | +1.4% | -6.2% | -5.3% |
| 30D | +1.2% | +1.9% | -0.7% | +0.3% |
| 3M | -6.0% | -3.3% | -2.7% | -5.3% |
| 6M | -38.7% | -6.4% | -32.3% | -37.5% |
| YTD | -40.6% | -1.8% | -38.8% | -40.5% |
| 1Y | -50.6% | +10.7% | -61.3% | -52.7% |
| 3Y | -58.7% | +31.8% | -90.5% | -64.0% |
| 5Y | -62.8% | +49.2% | -112.0% | -69.3% |
| 10Y | +56.2% | +118.5% | -62.3% | +11.1% |
| All | +166.5% | +243.1% | -76.7% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling