-62.8%
ZTS vs SAN
+381.9%
-444.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | -4.8% | +3.3% | -8.1% | -5.5% |
| 30D | +1.2% | +1.1% | +0.2% | +0.9% |
| 3M | -6.0% | +22.2% | -28.2% | -10.9% |
| 6M | -38.7% | +36.0% | -74.7% | -43.5% |
| YTD | -40.6% | +28.2% | -68.9% | -44.7% |
| 1Y | -50.6% | +54.1% | -104.7% | -56.0% |
| 3Y | -58.7% | +354.2% | -413.0% | -72.3% |
| 5Y | -62.8% | +387.3% | -450.1% | -76.9% |
| All | -62.8% | +381.9% | -444.8% | -76.9% |
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