-56.7%
SNAP vs ZYBT
-58.1%
+1.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.7% |
| 7D | +1.5% | -4.2% | +5.7% | +1.5% |
| 30D | +1.9% | -16.4% | +18.3% | +1.9% |
| 3M | -3.9% | +82.9% | -86.8% | -5.7% |
| 6M | +5.2% | +110.7% | -105.4% | +0.7% |
| YTD | -32.7% | +37.4% | -70.1% | -34.1% |
| 1Y | -24.8% | -80.6% | +55.8% | -19.1% |
| All | -56.7% | -58.1% | +1.4% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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