-50.6%
ZTS vs SNAP
-25.5%
-25.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.2% | -2.9% |
| 7D | -4.8% | +1.5% | -6.3% | -5.0% |
| 30D | +1.2% | +1.9% | -0.6% | +0.8% |
| 3M | -6.0% | -3.9% | -2.1% | -6.0% |
| 6M | -38.7% | +5.2% | -44.0% | -39.4% |
| YTD | -40.6% | -32.7% | -7.9% | -39.2% |
| 1Y | -50.6% | -24.8% | -25.8% | -49.0% |
| All | -50.6% | -25.5% | -25.1% | -49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling