-14.0%
SNPS vs ZETA
+280.9%
-294.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -4.6% |
| 7D | -11.0% | +2.7% | -13.7% | -11.5% |
| 30D | -1.7% | +15.8% | -17.6% | -4.7% |
| 3M | -20.4% | +35.4% | -55.8% | -25.5% |
| 6M | -8.6% | +67.1% | -75.7% | -18.7% |
| YTD | -16.2% | +54.1% | -70.2% | -24.8% |
| 1Y | -34.6% | +67.8% | -102.4% | -42.4% |
| All | -14.0% | +280.9% | -294.9% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling