-62.8%
ZTS vs STZ
-36.5%
-26.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.6% | +2.6% | -1.1% |
| 7D | -4.8% | -7.4% | +2.6% | -2.3% |
| 30D | +1.2% | -10.9% | +12.1% | +5.2% |
| 3M | -6.0% | -13.4% | +7.4% | -1.7% |
| 6M | -38.7% | -16.2% | -22.5% | -35.3% |
| YTD | -40.6% | -10.4% | -30.2% | -39.1% |
| 1Y | -50.6% | -14.8% | -35.8% | -48.6% |
| 3Y | -58.7% | -50.1% | -8.6% | -48.4% |
| 5Y | -62.8% | -38.8% | -24.0% | -57.9% |
| All | -62.8% | -36.5% | -26.3% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling