+186.5%
SYF vs Z
-19.5%
+206.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -0.7% |
| 7D | -4.2% | -6.5% | +2.3% | -2.9% |
| 30D | -1.1% | -0.1% | -1.0% | -1.8% |
| 3M | -7.9% | -14.1% | +6.3% | -5.4% |
| 6M | -1.1% | -30.1% | +29.0% | +6.5% |
| YTD | -12.6% | -57.5% | +44.9% | +5.9% |
| 1Y | -2.4% | -60.3% | +58.0% | +20.1% |
| 3Y | +156.6% | -21.0% | +177.7% | +155.2% |
| 5Y | +61.9% | -54.9% | +116.8% | +74.8% |
| 10Y | +186.5% | -16.0% | +202.5% | +108.4% |
| All | +186.5% | -19.5% | +206.0% | +108.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling