+246.3%
ZETA vs SNAP
-91.1%
+337.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -2.4% | +1.5% | -3.9% | -2.9% |
| 30D | +15.6% | +1.9% | +13.7% | +14.4% |
| 3M | +41.5% | -3.9% | +45.4% | +41.3% |
| 6M | +63.4% | +5.2% | +58.2% | +58.3% |
| YTD | +51.3% | -32.7% | +84.0% | +66.1% |
| 1Y | +65.8% | -24.8% | +90.6% | +76.5% |
| 3Y | +279.2% | -42.2% | +321.4% | +295.8% |
| 5Y | +341.8% | -92.7% | +434.4% | +531.2% |
| All | +246.3% | -91.1% | +337.5% | +389.0% |
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