-61.4%
ZTS vs SNAP
-92.8%
+31.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.2% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | +1.9% | +2.6% | -0.7% | +1.5% |
| 3M | -4.0% | -9.9% | +5.9% | -3.5% |
| 6M | -39.1% | +1.9% | -41.0% | -39.7% |
| YTD | -38.8% | -32.2% | -6.6% | -37.2% |
| 1Y | -49.6% | -22.8% | -26.7% | -49.0% |
| 3Y | -59.0% | -47.6% | -11.4% | -58.7% |
| All | -61.4% | -92.8% | +31.4% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling