-92.7%
SNAP vs ZCMD
-100.0%
+7.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.7% |
| 7D | +1.5% | -1.4% | +2.9% | +1.5% |
| 30D | +1.9% | -21.6% | +23.5% | +2.0% |
| 3M | -3.9% | -67.4% | +63.5% | -4.1% |
| 6M | +5.2% | -99.4% | +104.7% | +10.2% |
| YTD | -32.7% | -99.7% | +67.0% | -28.8% |
| 1Y | -24.8% | -99.9% | +75.1% | -20.3% |
| 3Y | -42.2% | -100.0% | +57.8% | -38.5% |
| 5Y | -92.7% | -100.0% | +7.3% | -92.2% |
| All | -92.7% | -100.0% | +7.3% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 5y: compounded portfolio wealth divided by compounded ZCMD 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…
5y analysis · Full analysis span regression · 6 months rolling