-26.7%
ZTS vs SPG
+34.3%
-61.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.9% | +4.6% | +5.3% |
| 7D | +15.4% | +8.2% | +7.3% | +9.3% |
| 30D | +25.8% | +13.5% | +12.3% | +15.3% |
| 3M | +18.1% | +2.2% | +15.9% | +16.2% |
| 6M | -19.7% | +15.9% | -35.6% | -28.3% |
| YTD | -27.5% | +27.6% | -55.1% | -39.2% |
| 1Y | -26.7% | +30.9% | -57.7% | -40.5% |
| All | -26.7% | +34.3% | -61.0% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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