-60.2%
ZTS vs SAN
+294.6%
-354.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.1% | -2.5% | +2.1% |
| 7D | -1.0% | +8.7% | -9.8% | -3.0% |
| 30D | +10.8% | -6.5% | +17.3% | +12.4% |
| 3M | +14.1% | -14.2% | +28.2% | +18.1% |
| 6M | +0.8% | +2.7% | -2.0% | -0.8% |
| YTD | -33.1% | +8.9% | -42.0% | -35.4% |
| 1Y | -30.0% | +23.4% | -53.4% | -34.6% |
| 3Y | -49.5% | +257.9% | -307.5% | -64.7% |
| 5Y | -60.2% | +297.8% | -358.0% | -73.9% |
| All | -60.2% | +294.6% | -354.8% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling