+5,680.3%
SNPS vs ZBRA
+7,474.0%
-1,793.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.6% | -2.2% |
| 7D | +1.1% | +0.6% | +0.4% | +0.9% |
| 30D | -5.2% | -14.0% | +8.9% | -1.2% |
| 3M | +10.6% | -14.7% | +25.2% | +15.4% |
| 6M | -10.6% | +31.3% | -41.9% | -18.4% |
| YTD | -3.1% | +33.4% | -36.5% | -12.6% |
| 1Y | +15.6% | +34.1% | -18.6% | +4.0% |
| 3Y | -12.9% | +59.9% | -72.9% | -26.1% |
| 5Y | +31.2% | -45.3% | +76.4% | +45.0% |
| 10Y | +663.4% | +384.4% | +278.9% | +380.3% |
| All | +5,680.3% | +7,474.0% | -1,793.7% | +1,452.6% |
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