+324.5%
ZETA vs SNAP
-91.3%
+415.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +6.8% | +0.8% | +5.6% |
| 7D | +18.8% | -9.8% | +28.6% | +22.2% |
| 30D | +12.6% | -18.2% | +30.8% | +19.2% |
| 3M | +29.5% | -3.1% | +32.6% | +29.6% |
| 6M | +128.6% | -7.1% | +135.7% | +129.6% |
| YTD | +85.5% | -33.8% | +119.3% | +104.1% |
| 1Y | +90.6% | -39.0% | +129.6% | +114.6% |
| 3Y | +358.0% | -52.8% | +410.8% | +404.3% |
| 5Y | +282.0% | -90.0% | +372.0% | +431.0% |
| All | +324.5% | -91.3% | +415.8% | +500.7% |
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