+77.0%
ZTS vs SAP
+228.4%
-151.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.1% |
| 7D | -1.0% | +1.6% | -2.7% | -1.6% |
| 30D | +10.8% | +10.5% | +0.2% | +6.9% |
| 3M | +14.1% | +15.2% | -1.1% | +8.3% |
| 6M | +0.8% | +36.7% | -35.9% | -11.0% |
| YTD | -33.1% | -0.6% | -32.5% | -34.4% |
| 1Y | -30.0% | -4.1% | -25.9% | -30.3% |
| 3Y | -49.5% | +73.2% | -122.8% | -61.9% |
| 5Y | -60.2% | +74.1% | -134.4% | -70.9% |
| 10Y | +77.0% | +222.9% | -145.9% | -8.7% |
| All | +77.0% | +228.4% | -151.3% | -8.7% |
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