+201.1%
ZTS vs SPG
+191.8%
+9.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -7.4% | +2.7% | -10.2% | -8.0% |
| 30D | +9.9% | +16.6% | -6.7% | +6.3% |
| 3M | +10.3% | +8.1% | +2.2% | +8.5% |
| 6M | +9.2% | +19.3% | -10.2% | +5.0% |
| YTD | -32.9% | +31.1% | -64.0% | -36.7% |
| 1Y | -29.7% | +32.8% | -62.5% | -33.8% |
| 3Y | -49.0% | +135.8% | -184.8% | -57.5% |
| 5Y | -59.3% | +85.1% | -144.4% | -65.0% |
| 10Y | +78.9% | +115.9% | -37.0% | +51.0% |
| All | +201.1% | +191.8% | +9.4% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling