+4.9%
SNOW vs ZETA
+346.9%
-342.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | +4.9% | -2.4% | +7.3% | +6.1% |
| 30D | +1.5% | +15.6% | -14.1% | -2.9% |
| 3M | +39.5% | +41.5% | -2.0% | +23.8% |
| 6M | +85.9% | +63.4% | +22.5% | +57.9% |
| YTD | +52.9% | +51.3% | +1.6% | +32.1% |
| 1Y | +48.1% | +65.8% | -17.7% | +22.1% |
| 3Y | +102.2% | +279.2% | -177.0% | -5.2% |
| All | +4.9% | +346.9% | -342.0% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 5y: compounded portfolio wealth divided by compounded ZETA 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…
5y analysis · Full analysis span regression · 6 months rolling