-29.3%
ZTS vs SGI
-33.4%
+4.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +5.6% | -5.3% | +10.9% | +8.0% |
| 30D | +12.1% | -2.1% | +14.1% | +13.2% |
| 3M | +11.3% | -8.2% | +19.4% | +15.0% |
| 6M | +14.3% | -4.6% | +18.9% | +13.3% |
| YTD | -31.9% | -31.5% | -0.4% | -20.8% |
| 1Y | -29.3% | -30.8% | +1.6% | -19.1% |
| All | -29.3% | -33.4% | +4.1% | -19.1% |
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