-58.7%
ZTS vs SGI
+59.4%
-118.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.5% | -2.8% |
| 7D | -4.8% | +9.3% | -14.1% | -7.2% |
| 30D | +1.2% | +6.9% | -5.6% | -0.7% |
| 3M | -6.0% | +2.8% | -8.9% | -7.4% |
| 6M | -38.7% | -12.6% | -26.1% | -36.5% |
| YTD | -40.6% | -21.5% | -19.1% | -37.1% |
| 1Y | -50.6% | -18.8% | -31.8% | -48.2% |
| 3Y | -58.7% | +60.8% | -119.6% | -62.0% |
| All | -58.7% | +59.4% | -118.1% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling