-41.9%
SNAP vs Z
-58.2%
+16.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | 0.0% |
| 7D | -7.3% | -5.2% | -2.2% | -4.6% |
| 30D | -18.9% | +5.7% | -24.7% | -21.1% |
| 3M | -5.3% | -8.7% | +3.5% | -1.5% |
| 6M | -16.9% | -26.0% | +9.0% | -5.8% |
| YTD | -37.4% | -55.0% | +17.6% | -20.1% |
| All | -41.9% | -58.2% | +16.4% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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