+166.5%
ZTS vs SPYG
+730.1%
-563.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.6% |
| 7D | -4.8% | +1.2% | -6.0% | -5.6% |
| 30D | +1.2% | -1.6% | +2.8% | +2.3% |
| 3M | -6.0% | +3.4% | -9.4% | -9.1% |
| 6M | -38.7% | +18.9% | -57.6% | -47.0% |
| YTD | -40.6% | +13.8% | -54.4% | -47.0% |
| 1Y | -50.6% | +20.6% | -71.2% | -57.9% |
| 3Y | -58.7% | +100.5% | -159.3% | -77.7% |
| 5Y | -62.8% | +84.6% | -147.4% | -78.8% |
| 10Y | +56.2% | +410.8% | -354.6% | -65.0% |
| All | +166.5% | +730.1% | -563.7% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling