+485.5%
ZS vs SBAC
+21.4%
+464.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | -5.2% | -3.4% | -1.9% | -4.0% |
| 30D | -15.5% | +2.6% | -18.1% | -16.5% |
| 3M | +9.0% | +2.6% | +6.4% | +7.5% |
| 6M | +32.2% | -11.5% | +43.7% | +37.3% |
| YTD | -14.1% | -1.6% | -12.5% | -16.2% |
| 1Y | -39.1% | -5.1% | -34.0% | -39.7% |
| 3Y | +10.4% | -9.3% | +19.7% | +6.2% |
| 5Y | -44.6% | -41.0% | -3.7% | -32.7% |
| All | +485.5% | +21.4% | +464.1% | +365.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling