+174.6%
ZTS vs SYY
+262.2%
-87.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.3% |
| 7D | -2.0% | -2.3% | +0.3% | -1.3% |
| 30D | +1.9% | -4.9% | +6.8% | +3.4% |
| 3M | -4.0% | +8.4% | -12.4% | -6.3% |
| 6M | -39.1% | -7.4% | -31.8% | -38.1% |
| YTD | -38.8% | +11.0% | -49.8% | -41.3% |
| 1Y | -49.6% | -0.2% | -49.3% | -50.0% |
| 3Y | -59.0% | +23.8% | -82.7% | -62.1% |
| 5Y | -61.8% | +18.1% | -79.9% | -64.3% |
| 10Y | +61.4% | +94.6% | -33.1% | +22.2% |
| All | +174.6% | +262.2% | -87.6% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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