+85.9%
ZTS vs SBAC
+111.6%
-25.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.9% |
| 7D | +1.0% | -2.7% | +3.8% | +2.2% |
| 30D | +12.4% | +3.3% | +9.1% | +11.0% |
| 3M | +13.6% | +3.3% | +10.3% | +12.0% |
| 6M | +9.3% | -10.9% | +20.2% | +13.7% |
| YTD | -32.6% | -1.0% | -31.6% | -33.8% |
| 1Y | -30.0% | -4.5% | -25.6% | -30.3% |
| 3Y | -48.7% | -8.7% | -40.0% | -49.2% |
| 5Y | -59.3% | -40.6% | -18.7% | -51.5% |
| All | +85.9% | +111.6% | -25.8% | +57.3% |
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