+174.6%
ZTS vs STZ
+363.6%
-189.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.0% | -1.9% | -0.1% | -1.4% |
| 30D | +1.9% | -1.9% | +3.8% | +2.3% |
| 3M | -4.0% | -6.2% | +2.2% | -2.5% |
| 6M | -39.1% | -14.0% | -25.1% | -36.6% |
| YTD | -38.8% | -5.1% | -33.7% | -38.3% |
| 1Y | -49.6% | -9.6% | -40.0% | -48.6% |
| 3Y | -59.0% | -47.2% | -11.7% | -51.6% |
| 5Y | -61.8% | -33.6% | -28.2% | -58.0% |
| 10Y | +61.4% | -9.8% | +71.2% | +57.1% |
| All | +174.6% | +363.6% | -189.0% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling