-61.2%
ZTS vs STZ
-29.7%
-31.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.6% |
| 7D | -0.4% | +4.9% | -5.3% | -2.0% |
| 30D | +11.7% | +20.9% | -9.1% | +4.7% |
| 3M | +3.5% | +8.0% | -4.5% | +0.5% |
| 6M | -27.6% | -5.3% | -22.3% | -26.4% |
| YTD | -35.5% | +5.9% | -41.4% | -37.6% |
| 1Y | -32.1% | +14.2% | -46.3% | -36.3% |
| 3Y | -49.1% | -37.0% | -12.1% | -41.7% |
| All | -61.2% | -29.7% | -31.5% | -58.5% |
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