+398.6%
ZS vs SBAC
+20.7%
+377.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.2% |
| 7D | -3.1% | -2.1% | -1.0% | -2.3% |
| 30D | -7.2% | +2.0% | -9.2% | -7.9% |
| 3M | +30.5% | -8.3% | +38.8% | +34.3% |
| 6M | +7.0% | +0.3% | +6.7% | +4.6% |
| YTD | -26.8% | -2.2% | -24.6% | -28.2% |
| 1Y | -42.6% | -4.6% | -38.0% | -43.2% |
| 3Y | -0.3% | -8.3% | +8.0% | -4.7% |
| 5Y | -39.2% | -42.8% | +3.6% | -24.8% |
| All | +398.6% | +20.7% | +377.9% | +298.7% |
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