+58.8%
ZTS vs SGI
+263.3%
-204.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | -3.8% | +0.6% | -4.4% | -3.9% |
| 30D | -2.0% | +5.5% | -7.6% | -3.1% |
| 3M | -10.2% | -3.6% | -6.6% | -9.9% |
| 6M | -39.4% | -15.0% | -24.4% | -37.6% |
| YTD | -40.8% | -23.0% | -17.8% | -38.0% |
| 1Y | -50.1% | -18.4% | -31.7% | -48.4% |
| 3Y | -58.9% | +57.8% | -116.6% | -62.8% |
| 5Y | -62.4% | +51.5% | -113.8% | -66.7% |
| 10Y | +58.8% | +275.2% | -216.4% | +13.4% |
| All | +58.8% | +263.3% | -204.4% | +13.4% |
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