-48.0%
ZTS vs SN
+440.0%
-488.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.6% |
| 7D | +5.6% | +1.5% | +4.0% | +5.3% |
| 30D | +12.1% | +21.5% | -9.4% | +8.6% |
| 3M | +11.3% | +20.0% | -8.8% | +7.8% |
| 6M | +14.3% | +119.9% | -105.6% | -0.8% |
| YTD | -31.9% | +102.3% | -134.2% | -40.1% |
| 1Y | -29.3% | +148.0% | -177.2% | -39.8% |
| 3Y | -48.0% | +450.0% | -498.1% | -61.8% |
| All | -48.0% | +440.0% | -488.1% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling