-26.7%
ZTS vs SGI
-10.7%
-16.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.8% | +0.7% | +4.9% |
| 7D | +15.4% | +12.1% | +3.4% | +10.7% |
| 30D | +25.8% | +12.1% | +13.7% | +20.4% |
| 3M | +18.1% | +0.4% | +17.7% | +17.1% |
| 6M | -19.7% | -4.0% | -15.7% | -17.6% |
| YTD | -27.5% | -21.2% | -6.3% | -22.1% |
| 1Y | -26.7% | -12.1% | -14.6% | -22.6% |
| All | -26.7% | -10.7% | -16.0% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling