+68.8%
ZTS vs SNAP
-79.0%
+147.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.5% |
| 7D | -1.0% | -7.3% | +6.3% | -0.2% |
| 30D | +10.8% | -18.9% | +29.7% | +13.2% |
| 3M | +14.1% | -5.3% | +19.3% | +14.4% |
| 6M | +0.8% | -16.9% | +17.7% | +2.0% |
| YTD | -33.1% | -37.4% | +4.3% | -30.7% |
| 1Y | -30.0% | -38.5% | +8.5% | -27.4% |
| 3Y | -49.5% | -55.1% | +5.6% | -48.2% |
| 5Y | -60.2% | -90.8% | +30.5% | -55.6% |
| All | +68.8% | -79.0% | +147.8% | +51.1% |
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