-49.0%
ZTS vs SPG
+136.6%
-185.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | -0.1% |
| 7D | -0.6% | +5.6% | -6.2% | -3.0% |
| 30D | +11.0% | +17.6% | -6.6% | +3.3% |
| 3M | +10.9% | +7.5% | +3.5% | +7.4% |
| 6M | +0.9% | +18.5% | -17.6% | -6.6% |
| YTD | -33.0% | +30.9% | -63.9% | -40.3% |
| 1Y | -29.6% | +34.1% | -63.7% | -37.8% |
| 3Y | -49.0% | +135.5% | -184.6% | -65.6% |
| All | -49.0% | +136.6% | -185.6% | -65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling