+49.6%
SNPS vs ZETA
+241.7%
-192.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | -5.5% | -2.4% | -3.1% | -5.1% |
| 30D | -5.8% | +15.6% | -21.3% | -8.4% |
| 3M | -17.2% | +41.5% | -58.7% | -23.1% |
| 6M | -10.4% | +63.4% | -73.8% | -19.7% |
| YTD | -16.5% | +51.3% | -67.8% | -24.5% |
| 1Y | -35.6% | +65.8% | -101.4% | -43.1% |
| 3Y | -14.6% | +279.2% | -293.8% | -40.8% |
| 5Y | +16.5% | +341.8% | -325.3% | -23.3% |
| All | +49.6% | +241.7% | -192.1% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling