+78.9%
ZTS vs STZ
+12.8%
+66.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -7.4% | -0.9% | -6.5% | -7.1% |
| 30D | +9.9% | +14.9% | -5.0% | +4.7% |
| 3M | +10.3% | +8.4% | +1.9% | +7.1% |
| 6M | +9.2% | +2.8% | +6.4% | +7.7% |
| YTD | -32.9% | +7.5% | -40.4% | -35.3% |
| 1Y | -29.7% | +12.5% | -42.3% | -33.5% |
| 3Y | -49.0% | -35.4% | -13.6% | -42.0% |
| 5Y | -59.3% | -29.3% | -30.0% | -55.6% |
| 10Y | +78.9% | +11.8% | +67.2% | +60.8% |
| All | +78.9% | +12.8% | +66.1% | +60.8% |
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