+9.5%
SPGI vs ZTS
-61.7%
+71.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.3% |
| 7D | +0.1% | -2.0% | +2.1% | +0.9% |
| 30D | +8.4% | +1.9% | +6.5% | +7.3% |
| 3M | +11.8% | -4.0% | +15.8% | +13.0% |
| 6M | +5.7% | -39.1% | +44.8% | +25.3% |
| YTD | -9.7% | -38.8% | +29.1% | +6.8% |
| 1Y | -12.5% | -49.6% | +37.1% | +11.8% |
| 3Y | +21.8% | -59.0% | +80.8% | +68.2% |
| All | +9.5% | -61.7% | +71.2% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling