+17.9%
SNPS vs ZBRA
-40.4%
+58.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.2% |
| 7D | -5.5% | -1.8% | -3.7% | -4.8% |
| 30D | -4.5% | -8.8% | +4.3% | -0.9% |
| 3M | -15.5% | +47.2% | -62.7% | -30.1% |
| 6M | -10.1% | +61.3% | -71.4% | -29.1% |
| YTD | -16.3% | +42.0% | -58.3% | -30.8% |
| 1Y | -34.9% | +10.5% | -45.4% | -39.5% |
| 3Y | -14.4% | +34.5% | -48.9% | -29.6% |
| 5Y | +17.9% | -40.3% | +58.2% | +65.0% |
| All | +17.9% | -40.4% | +58.3% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 5y: compounded portfolio wealth divided by compounded ZBRA 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…
5y analysis · Full analysis span regression · 6 months rolling