+62.9%
ZTS vs SNAP
-79.3%
+142.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -3.0% |
| 7D | -0.4% | -7.1% | +6.7% | +0.4% |
| 30D | +11.7% | -14.6% | +26.4% | +13.5% |
| 3M | +3.5% | -5.0% | +8.4% | +3.7% |
| 6M | -27.6% | -18.8% | -8.8% | -26.5% |
| YTD | -35.5% | -38.5% | +3.1% | -33.0% |
| 1Y | -32.1% | -38.1% | +6.0% | -29.7% |
| 3Y | -49.1% | -53.8% | +4.7% | -47.9% |
| 5Y | -61.0% | -90.7% | +29.6% | -56.6% |
| All | +62.9% | -79.3% | +142.2% | +46.0% |
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 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