+883.9%
SPGI vs ZTS
+185.1%
+698.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.5% |
| 7D | +0.3% | -0.4% | +0.7% | +0.2% |
| 30D | +18.4% | +11.7% | +6.7% | +12.2% |
| 3M | +15.7% | +3.5% | +12.2% | +13.2% |
| 6M | +17.3% | -27.6% | +44.9% | +32.1% |
| YTD | -4.7% | -35.5% | +30.7% | +13.1% |
| 1Y | +1.8% | -32.1% | +33.9% | +17.6% |
| 3Y | +31.7% | -49.1% | +80.8% | +68.8% |
| 5Y | +12.1% | -61.0% | +73.1% | +62.5% |
| 10Y | +341.9% | +74.4% | +267.6% | +247.6% |
| All | +883.9% | +185.1% | +698.9% | +569.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling