-62.8%
ZTS vs SBAC
-43.9%
-18.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | +1.2% | +3.2% | -2.0% | +0.1% |
| 3M | -6.0% | -5.1% | -1.0% | -4.7% |
| 6M | -38.7% | -2.1% | -36.6% | -39.0% |
| YTD | -40.6% | -0.5% | -40.1% | -41.5% |
| 1Y | -50.6% | +1.1% | -51.7% | -51.8% |
| 3Y | -58.7% | -7.4% | -51.3% | -59.2% |
| 5Y | -62.8% | -44.3% | -18.5% | -53.2% |
| All | -62.8% | -43.9% | -18.9% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling