-34.9%
SNPS vs ZETA
+63.2%
-98.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -5.5% | -0.1% | -5.4% | -5.5% |
| 30D | -4.5% | +10.5% | -14.9% | -7.3% |
| 3M | -15.5% | +44.3% | -59.8% | -24.9% |
| 6M | -10.1% | +59.4% | -69.5% | -24.1% |
| YTD | -16.3% | +49.5% | -65.8% | -29.2% |
| 1Y | -34.9% | +62.7% | -97.6% | -46.2% |
| All | -34.9% | +63.2% | -98.1% | -46.2% |
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