-78.3%
SNAP vs ZBRA
+280.6%
-359.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.0% |
| 7D | -5.0% | -1.8% | -3.2% | -4.1% |
| 30D | -0.7% | -8.8% | +8.0% | +4.3% |
| 3M | -5.0% | +47.2% | -52.2% | -24.2% |
| 6M | +3.5% | +61.3% | -57.8% | -22.5% |
| YTD | -34.2% | +42.0% | -76.2% | -47.8% |
| 1Y | -27.1% | +10.5% | -37.5% | -33.8% |
| 3Y | -43.5% | +34.5% | -78.0% | -55.8% |
| 5Y | -92.9% | -40.3% | -52.6% | -91.7% |
| All | -78.3% | +280.6% | -359.0% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling