-62.4%
ZTS vs SAP
+55.3%
-117.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | -2.0% | +0.3% | -2.3% | -2.2% |
| 3M | -10.2% | +16.9% | -27.1% | -15.0% |
| 6M | -39.4% | +6.3% | -45.7% | -41.2% |
| YTD | -40.8% | -12.4% | -28.4% | -39.2% |
| 1Y | -50.1% | -21.6% | -28.5% | -46.7% |
| 3Y | -58.9% | +54.8% | -113.7% | -68.0% |
| 5Y | -62.4% | +56.2% | -118.5% | -73.4% |
| All | -62.4% | +55.3% | -117.6% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling