+4,901.1%
SNPS vs ZBRA
+8,379.6%
-3,478.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.8% |
| 7D | -11.0% | +1.8% | -12.8% | -11.5% |
| 30D | -1.7% | -1.7% | 0.0% | -1.3% |
| 3M | -20.4% | +47.8% | -68.1% | -29.5% |
| 6M | -8.6% | +56.7% | -65.4% | -20.8% |
| YTD | -16.2% | +49.4% | -65.5% | -26.6% |
| 1Y | -34.6% | +16.5% | -51.1% | -38.6% |
| 3Y | -14.5% | +31.5% | -45.9% | -23.7% |
| 5Y | +17.0% | -38.6% | +55.6% | +25.3% |
| 10Y | +560.0% | +421.0% | +139.1% | +306.4% |
| All | +4,901.1% | +8,379.6% | -3,478.5% | +1,203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling