+17.6%
SNOW vs ZTS
-45.7%
+63.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +10.8% | +1.0% | +9.8% | +10.3% |
| 30D | -16.5% | +12.4% | -28.9% | -21.4% |
| 3M | -10.1% | +13.6% | -23.7% | -15.9% |
| 6M | +96.5% | +9.3% | +87.2% | +84.7% |
| YTD | +36.2% | -32.6% | +68.7% | +60.3% |
| 1Y | +10.7% | -30.0% | +40.7% | +26.9% |
| 3Y | +86.2% | -48.7% | +135.0% | +147.1% |
| 5Y | -22.7% | -59.3% | +36.6% | +21.5% |
| All | +17.6% | -45.7% | +63.3% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling