-70.8%
SNAP vs ZS
+618.8%
-689.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.4% |
| 7D | -7.1% | -16.9% | +9.8% | 0.0% |
| 30D | -14.6% | -7.4% | -7.2% | -12.1% |
| 3M | -5.0% | +21.6% | -26.5% | -13.8% |
| 6M | -18.8% | +42.4% | -61.2% | -34.3% |
| YTD | -38.5% | -12.1% | -26.4% | -40.3% |
| 1Y | -38.1% | -37.8% | -0.3% | -30.9% |
| 3Y | -53.8% | +20.9% | -74.7% | -63.1% |
| 5Y | -90.7% | -41.6% | -49.1% | -90.8% |
| All | -70.8% | +618.8% | -689.6% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling