+56.2%
ZTS vs SAP
+173.6%
-117.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.4% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | +1.2% | +2.6% | -1.3% | +0.2% |
| 3M | -6.0% | +16.3% | -22.3% | -11.7% |
| 6M | -38.7% | +6.4% | -45.1% | -40.9% |
| YTD | -40.6% | -11.4% | -29.2% | -39.2% |
| 1Y | -50.6% | -20.4% | -30.2% | -47.4% |
| 3Y | -58.7% | +56.5% | -115.3% | -67.8% |
| 5Y | -62.8% | +56.8% | -119.6% | -71.8% |
| 10Y | +56.2% | +176.2% | -120.0% | -16.1% |
| All | +56.2% | +173.6% | -117.4% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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