-55.7%
ZTS vs SN
+659.6%
-715.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.7% | -6.0% | -3.7% |
| 7D | -0.4% | +7.2% | -7.6% | -1.4% |
| 30D | +11.7% | +20.4% | -8.7% | +8.9% |
| 3M | +3.5% | +23.9% | -20.5% | +0.2% |
| 6M | -27.6% | +93.0% | -120.7% | -34.5% |
| YTD | -35.5% | +99.2% | -134.7% | -42.0% |
| 1Y | -32.1% | +142.6% | -174.7% | -40.5% |
| 3Y | -49.1% | +398.8% | -447.9% | -59.2% |
| All | -55.7% | +659.6% | -715.3% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling