-42.2%
SNAP vs ZBRA
+34.1%
-76.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.8% |
| 7D | +1.5% | +2.6% | -1.1% | +0.1% |
| 30D | +1.9% | -6.4% | +8.2% | +5.4% |
| 3M | -3.9% | +51.3% | -55.2% | -23.8% |
| 6M | +5.2% | +60.5% | -55.3% | -20.3% |
| YTD | -32.7% | +45.2% | -77.9% | -46.8% |
| 1Y | -24.8% | +12.3% | -37.1% | -31.4% |
| 3Y | -42.2% | +37.5% | -79.7% | -59.9% |
| All | -42.2% | +34.1% | -76.2% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling