+77.0%
ZTS vs SPG
+117.2%
-40.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | 0.0% |
| 7D | -0.6% | +5.6% | -6.2% | -1.7% |
| 30D | +11.0% | +17.6% | -6.6% | +7.3% |
| 3M | +10.9% | +7.5% | +3.5% | +9.3% |
| 6M | +0.9% | +18.5% | -17.6% | -2.6% |
| YTD | -33.0% | +30.9% | -63.9% | -36.6% |
| 1Y | -29.6% | +34.1% | -63.7% | -33.7% |
| 3Y | -49.0% | +135.5% | -184.6% | -57.2% |
| 5Y | -59.5% | +86.5% | -146.0% | -65.1% |
| 10Y | +77.0% | +116.1% | -39.0% | +51.7% |
| All | +77.0% | +117.2% | -40.2% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling