+77.0%
ZTS vs SAN
+255.1%
-178.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -0.6% | +10.8% | -11.4% | -2.9% |
| 30D | +11.0% | -5.7% | +16.7% | +12.4% |
| 3M | +10.9% | -13.4% | +24.4% | +14.4% |
| 6M | +0.9% | +3.5% | -2.6% | -0.6% |
| YTD | -33.0% | +9.7% | -42.7% | -35.2% |
| 1Y | -29.6% | +20.9% | -50.5% | -33.4% |
| 3Y | -49.0% | +254.3% | -303.3% | -63.0% |
| 5Y | -59.5% | +304.2% | -363.7% | -72.2% |
| 10Y | +77.0% | +260.2% | -183.2% | +19.6% |
| All | +77.0% | +255.1% | -178.1% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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