-61.4%
ZTS vs SGI
+60.4%
-121.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.0% | +8.5% | -10.5% | -4.2% |
| 30D | +1.9% | +0.7% | +1.2% | +1.5% |
| 3M | -4.0% | +0.6% | -4.6% | -4.7% |
| 6M | -39.1% | -17.9% | -21.2% | -36.1% |
| YTD | -38.8% | -21.2% | -17.6% | -35.3% |
| 1Y | -49.6% | -18.9% | -30.7% | -47.2% |
| 3Y | -59.0% | +52.6% | -111.6% | -63.9% |
| All | -61.4% | +60.4% | -121.8% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling