+58.8%
ZTS vs SBAC
+78.4%
-19.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -3.8% | +0.2% | -3.9% | -3.8% |
| 30D | -2.0% | +3.9% | -5.9% | -3.5% |
| 3M | -10.2% | -8.2% | -2.0% | -7.5% |
| 6M | -39.4% | -2.8% | -36.6% | -39.7% |
| YTD | -40.8% | -1.5% | -39.3% | -41.7% |
| 1Y | -50.1% | 0.0% | -50.1% | -51.4% |
| 3Y | -58.9% | -8.4% | -50.5% | -59.4% |
| 5Y | -62.4% | -43.5% | -18.8% | -54.3% |
| 10Y | +58.8% | +86.9% | -28.1% | +38.6% |
| All | +58.8% | +78.4% | -19.6% | +38.6% |
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