+11.2%
SNPS vs ZETA
+84.8%
-73.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.6% |
| 7D | -3.9% | -5.0% | +1.1% | -2.8% |
| 30D | -5.2% | -3.3% | -1.9% | -4.5% |
| 3M | +14.6% | +31.0% | -16.4% | +7.2% |
| 6M | -6.9% | +72.2% | -79.1% | -19.5% |
| YTD | -1.4% | +56.2% | -57.6% | -15.7% |
| 1Y | +11.2% | +90.3% | -79.1% | -5.2% |
| All | +11.2% | +84.8% | -73.6% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 1y: compounded portfolio wealth divided by compounded ZETA 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…
1y analysis · Full analysis span regression · 6 months rolling