-78.2%
SNAP vs ZBRA
+261.5%
-339.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +5.8% |
| 7D | -9.8% | -1.5% | -8.3% | -8.8% |
| 30D | -18.2% | -15.6% | -2.6% | -10.1% |
| 3M | -3.1% | -14.5% | +11.4% | +5.4% |
| 6M | -7.1% | +50.9% | -58.1% | -28.0% |
| YTD | -33.8% | +34.8% | -68.7% | -46.0% |
| 1Y | -39.0% | +28.3% | -67.4% | -49.0% |
| 3Y | -52.8% | +58.8% | -111.6% | -66.3% |
| 5Y | -90.0% | -44.0% | -45.9% | -87.9% |
| All | -78.2% | +261.5% | -339.6% | -86.2% |
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