+174.6%
ZTS vs SBAC
+199.8%
-25.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -2.0% | -0.8% | -1.2% | -1.7% |
| 30D | +1.9% | +6.9% | -5.0% | -0.7% |
| 3M | -4.0% | -8.2% | +4.2% | -1.3% |
| 6M | -39.1% | -1.6% | -37.5% | -39.7% |
| YTD | -38.8% | -0.1% | -38.7% | -40.0% |
| 1Y | -49.6% | -0.5% | -49.1% | -50.6% |
| 3Y | -59.0% | -9.1% | -49.9% | -59.2% |
| 5Y | -61.8% | -43.8% | -18.0% | -54.2% |
| 10Y | +61.4% | +80.5% | -19.1% | +31.0% |
| All | +174.6% | +199.8% | -25.2% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling