-68.1%
SNAP vs ZS
+488.9%
-557.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +1.1% |
| 7D | +1.5% | -9.2% | +10.7% | +5.3% |
| 30D | +1.9% | -4.0% | +5.9% | +2.5% |
| 3M | -3.9% | +25.3% | -29.2% | -13.0% |
| 6M | +5.2% | -1.3% | +6.5% | -1.3% |
| YTD | -32.7% | -28.0% | -4.7% | -28.6% |
| 1Y | -24.8% | -42.5% | +17.7% | -13.0% |
| 3Y | -42.2% | +0.7% | -42.9% | -50.0% |
| 5Y | -92.7% | -42.3% | -50.4% | -92.5% |
| All | -68.1% | +488.9% | -557.0% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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