+58.8%
ZTS vs STZ
-13.0%
+71.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -3.8% | -6.0% | +2.3% | -1.6% |
| 30D | -2.0% | -8.9% | +6.8% | +1.1% |
| 3M | -10.2% | -12.6% | +2.4% | -6.2% |
| 6M | -39.4% | -17.2% | -22.2% | -35.6% |
| YTD | -40.8% | -10.0% | -30.8% | -39.3% |
| 1Y | -50.1% | -14.3% | -35.8% | -48.1% |
| 3Y | -58.9% | -49.9% | -9.0% | -48.9% |
| 5Y | -62.4% | -38.2% | -24.1% | -57.0% |
| 10Y | +58.8% | -12.0% | +70.8% | +53.3% |
| All | +58.8% | -13.0% | +71.9% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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