+832.9%
SPGI vs ZTS
+170.4%
+662.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.3% |
| 7D | +0.1% | -2.0% | +2.1% | +1.1% |
| 30D | +8.4% | +1.9% | +6.5% | +7.1% |
| 3M | +11.8% | -4.0% | +15.8% | +13.3% |
| 6M | +5.7% | -39.1% | +44.8% | +29.5% |
| YTD | -9.7% | -38.8% | +29.1% | +10.2% |
| 1Y | -12.5% | -49.6% | +37.1% | +16.3% |
| 3Y | +21.8% | -59.0% | +80.8% | +75.0% |
| 5Y | +8.2% | -61.8% | +69.9% | +58.3% |
| 10Y | +309.5% | +61.4% | +248.1% | +233.3% |
| All | +832.9% | +170.4% | +662.5% | +552.2% |
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