-29.3%
ZTS vs SBAC
-2.9%
-26.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | +5.6% | +0.6% | +4.9% | +5.4% |
| 30D | +12.1% | +5.5% | +6.6% | +11.0% |
| 3M | +11.3% | +3.1% | +8.2% | +10.4% |
| 6M | +14.3% | -7.0% | +21.3% | +14.6% |
| YTD | -31.9% | +0.5% | -32.4% | -32.3% |
| 1Y | -29.3% | +0.2% | -29.5% | -29.7% |
| All | -29.3% | -2.9% | -26.3% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling