+200.2%
ZTS vs SBAC
+201.3%
-1.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | -1.0% | +3.0% | -4.0% | -2.0% |
| 30D | +10.8% | +4.3% | +6.5% | +9.1% |
| 3M | +14.1% | +4.1% | +9.9% | +12.2% |
| 6M | +0.8% | -11.6% | +12.4% | +4.9% |
| YTD | -33.1% | +0.4% | -33.5% | -34.6% |
| 1Y | -30.0% | -1.1% | -28.9% | -31.2% |
| 3Y | -49.5% | -7.3% | -42.3% | -50.2% |
| 5Y | -60.2% | -40.8% | -19.5% | -53.4% |
| 10Y | +77.0% | +103.0% | -25.9% | +38.9% |
| All | +200.2% | +201.3% | -1.1% | +115.1% |
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