+35.5%
SNOW vs ZETA
+247.9%
-212.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -4.1% |
| 7D | +2.8% | +2.7% | +0.1% | +2.2% |
| 30D | +6.4% | +15.8% | -9.4% | +1.7% |
| 3M | +38.1% | +35.4% | +2.7% | +24.6% |
| 6M | +100.4% | +67.1% | +33.3% | +69.7% |
| YTD | +53.7% | +54.1% | -0.3% | +32.5% |
| 1Y | +52.0% | +67.8% | -15.9% | +25.4% |
| 3Y | +114.7% | +311.4% | -196.8% | +1.2% |
| 5Y | +8.8% | +324.8% | -316.0% | -51.7% |
| All | +35.5% | +247.9% | -212.4% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling