+34.1%
SNPS vs ZETA
+217.2%
-183.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.5% | -0.8% | +2.7% |
| 7D | +0.2% | +6.2% | -6.0% | -1.1% |
| 30D | -8.4% | -2.0% | -6.4% | -8.1% |
| 3M | +12.3% | +21.7% | -9.4% | +7.4% |
| 6M | -9.6% | +89.1% | -98.7% | -22.3% |
| YTD | -0.6% | +59.3% | -59.9% | -12.1% |
| 1Y | +18.7% | +66.2% | -47.5% | +3.7% |
| 3Y | -7.6% | +297.3% | -304.9% | -40.5% |
| 5Y | +34.1% | +227.5% | -193.4% | -20.3% |
| All | +34.1% | +217.2% | -183.1% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling