+29.6%
SNOW vs ZTS
-52.5%
+82.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.4% | -3.7% | +1.3% | -0.7% |
| 30D | -1.0% | -0.8% | -0.2% | -0.8% |
| 3M | +36.9% | -9.7% | +46.6% | +42.3% |
| 6M | +83.4% | -38.4% | +121.7% | +125.4% |
| YTD | +50.0% | -41.1% | +91.1% | +89.1% |
| 1Y | +46.5% | -50.6% | +97.1% | +105.6% |
| 3Y | +93.3% | -59.1% | +152.5% | +198.0% |
| 5Y | +3.3% | -62.7% | +66.0% | +70.0% |
| All | +29.6% | -52.5% | +82.1% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 10y: compounded portfolio wealth divided by compounded ZTS 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…
10y analysis · Full analysis span regression · 6 months rolling