-70.3%
SNAP vs ZS
+623.8%
-694.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | -7.3% | -11.1% | +3.7% | -2.7% |
| 30D | -18.9% | -14.8% | -4.1% | -13.8% |
| 3M | -5.3% | +18.0% | -23.3% | -13.0% |
| 6M | -16.9% | +30.8% | -47.8% | -30.2% |
| YTD | -37.4% | -11.5% | -25.9% | -39.3% |
| 1Y | -38.5% | -37.8% | -0.7% | -31.4% |
| 3Y | -55.1% | +16.6% | -71.7% | -63.5% |
| 5Y | -90.8% | -43.6% | -47.2% | -90.9% |
| All | -70.3% | +623.8% | -694.1% | -84.7% |
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