-62.5%
ZTS vs SPYG
+84.1%
-146.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | -3.8% | +0.3% | -4.1% | -3.9% |
| 30D | -2.0% | -1.7% | -0.3% | -1.2% |
| 3M | -10.2% | +3.6% | -13.8% | -12.5% |
| 6M | -39.4% | +16.6% | -56.0% | -45.2% |
| YTD | -40.8% | +13.4% | -54.2% | -45.6% |
| 1Y | -50.1% | +19.6% | -69.7% | -55.7% |
| 3Y | -58.9% | +99.8% | -158.6% | -75.4% |
| All | -62.5% | +84.1% | -146.7% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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