+87.8%
ZTS vs SGI
+319.5%
-231.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +5.6% | -5.3% | +10.9% | +6.7% |
| 30D | +12.1% | -2.1% | +14.1% | +12.6% |
| 3M | +11.3% | -8.2% | +19.4% | +13.1% |
| 6M | +14.3% | -4.6% | +18.9% | +14.8% |
| YTD | -31.9% | -31.5% | -0.4% | -26.9% |
| 1Y | -29.3% | -30.8% | +1.6% | -24.2% |
| 3Y | -48.0% | +67.2% | -115.3% | -53.4% |
| 5Y | -58.9% | +42.5% | -101.4% | -63.2% |
| All | +87.8% | +319.5% | -231.7% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling