+102.2%
SNOW vs ZTS
-59.1%
+161.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.1% |
| 7D | +4.9% | -4.8% | +9.7% | +5.7% |
| 30D | +1.5% | +1.2% | +0.3% | +1.3% |
| 3M | +39.5% | -6.0% | +45.6% | +40.5% |
| 6M | +85.9% | -38.7% | +124.6% | +103.5% |
| YTD | +52.9% | -40.6% | +93.6% | +69.2% |
| 1Y | +48.1% | -50.6% | +98.7% | +74.9% |
| 3Y | +102.2% | -58.7% | +160.9% | +179.7% |
| All | +102.2% | -59.1% | +161.2% | +179.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling