-65.6%
SNAP vs ZCMD
-100.0%
+34.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -4.0% |
| 7D | +0.7% | -8.0% | +8.7% | +0.8% |
| 30D | +2.6% | -27.9% | +30.5% | +3.0% |
| 3M | -9.9% | -74.6% | +64.7% | -10.1% |
| 6M | +1.9% | -99.5% | +101.3% | +11.5% |
| YTD | -32.2% | -99.7% | +67.5% | -23.8% |
| 1Y | -22.8% | -99.9% | +77.0% | -11.7% |
| 3Y | -47.6% | -100.0% | +52.4% | -34.7% |
| 5Y | -92.7% | -100.0% | +7.3% | -90.8% |
| All | -65.6% | -100.0% | +34.4% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling