+174.6%
ZTS vs SAN
+233.1%
-58.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.0% | +1.8% | -3.8% | -2.4% |
| 30D | +1.9% | +2.0% | -0.1% | +1.4% |
| 3M | -4.0% | +19.7% | -23.7% | -8.1% |
| 6M | -39.1% | +30.6% | -69.8% | -42.9% |
| YTD | -38.8% | +28.8% | -67.7% | -42.6% |
| 1Y | -49.6% | +57.8% | -107.3% | -54.8% |
| 3Y | -59.0% | +338.1% | -397.1% | -71.1% |
| 5Y | -61.8% | +384.2% | -446.0% | -74.3% |
| 10Y | +61.4% | +353.1% | -291.7% | +4.1% |
| All | +174.6% | +233.1% | -58.5% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling