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  • SPGI vs ZTS✓SelectedUSD · ZTSSPGI vs ZTS performance historyLatest closeAs of-2.55%09/09
Stock and ETF performance explorer

SPGI vs ZTS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+296.4%
ZTS return
+56.2%
Excess return
+240.2%
Maximum drawdown
-39.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioZTSExcessAlpha
1D-2.6%-0.3%-2.2%-2.4%
7D-3.1%-3.8%+0.7%-1.2%
30D+2.0%-2.0%+4.1%+2.9%
3M+4.3%-10.2%+14.5%+9.4%
6M-0.2%-39.4%+39.2%+24.6%
YTD-14.8%-40.8%+26.0%+7.6%
1Y-18.5%-50.1%+31.6%+11.6%
3Y+16.0%-58.9%+74.8%+71.7%
5Y+2.2%-62.4%+64.6%+56.5%
10Y+296.4%+58.8%+237.6%+226.0%
All+296.4%+56.2%+240.2%+226.0%

Cumulative growth

Daily Returns

Daily percentage return beside ZTS.

Daily Out/Under-Performance

Portfolio return minus ZTS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ZTS 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 ZTS 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