+264.7%
ZETA vs SNAP
-91.7%
+356.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.7% | +4.0% |
| 7D | +6.2% | -7.3% | +13.6% | +8.5% |
| 30D | -2.0% | -18.9% | +16.9% | +3.9% |
| 3M | +21.7% | -5.3% | +26.9% | +22.6% |
| 6M | +89.1% | -16.9% | +106.1% | +96.1% |
| YTD | +59.3% | -37.4% | +96.7% | +78.1% |
| 1Y | +66.2% | -38.5% | +104.7% | +86.9% |
| 3Y | +297.3% | -55.1% | +352.4% | +343.6% |
| 5Y | +227.5% | -90.8% | +318.3% | +363.9% |
| All | +264.7% | -91.7% | +356.4% | +424.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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