+4.1%
SYF vs Z
-54.2%
+58.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.4% | -9.6% | -2.5% |
| 7D | -0.4% | +10.2% | -10.6% | -2.9% |
| 30D | +4.4% | +23.7% | -19.3% | -1.8% |
| 3M | -4.7% | -6.6% | +1.8% | -3.7% |
| 6M | +1.9% | -23.0% | +24.9% | +9.2% |
| YTD | -8.9% | -50.3% | +41.4% | +9.6% |
| 1Y | +4.1% | -53.6% | +57.6% | +27.5% |
| All | +4.1% | -54.2% | +58.2% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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