+249.0%
ZETA vs SNAP
-91.9%
+340.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.6% | +7.8% | +6.0% |
| 7D | -0.4% | -7.1% | +6.7% | +1.5% |
| 30D | -8.0% | -14.6% | +6.6% | -3.9% |
| 3M | +21.4% | -5.0% | +26.4% | +22.2% |
| 6M | +80.1% | -18.8% | +98.9% | +87.9% |
| YTD | +52.5% | -38.5% | +91.0% | +71.3% |
| 1Y | +58.5% | -38.1% | +96.6% | +77.9% |
| 3Y | +281.7% | -53.8% | +335.4% | +323.0% |
| 5Y | +237.3% | -90.7% | +328.0% | +378.7% |
| All | +249.0% | -91.9% | +340.9% | +404.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling