+32.8%
SNOW vs ZTS
-50.7%
+83.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.1% |
| 7D | +2.8% | -2.0% | +4.8% | +3.8% |
| 30D | +6.4% | +1.9% | +4.5% | +5.0% |
| 3M | +38.1% | -4.0% | +42.1% | +39.4% |
| 6M | +100.4% | -39.1% | +139.5% | +149.7% |
| YTD | +53.7% | -38.8% | +92.5% | +90.5% |
| 1Y | +52.0% | -49.6% | +101.5% | +112.0% |
| 3Y | +114.7% | -59.0% | +173.6% | +235.0% |
| 5Y | +8.8% | -61.8% | +70.5% | +76.9% |
| All | +32.8% | -50.7% | +83.5% | +85.6% |
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