+29.8%
SNOW vs ZBRA
+32.3%
-2.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -7.5% | -3.8% | -3.7% | -5.8% |
| 30D | -1.3% | -10.2% | +8.9% | +4.1% |
| 3M | +37.4% | +58.7% | -21.2% | +4.8% |
| 6M | +88.1% | +61.9% | +26.2% | +38.3% |
| YTD | +50.3% | +41.7% | +8.6% | +17.7% |
| 1Y | +46.0% | +12.4% | +33.6% | +29.2% |
| 3Y | +98.7% | +34.2% | +64.5% | +45.0% |
| 5Y | +3.5% | -40.8% | +44.3% | +32.6% |
| All | +29.8% | +32.3% | -2.4% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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