+263.2%
SYF vs Z
-7.0%
+270.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.8% | 0.0% |
| 7D | +2.6% | -3.3% | +5.9% | +3.4% |
| 30D | 0.0% | -3.7% | +3.8% | +0.7% |
| 3M | +11.9% | -7.0% | +18.9% | +13.1% |
| 6M | +18.9% | -29.5% | +48.4% | +28.5% |
| YTD | -4.6% | -52.6% | +48.0% | +13.3% |
| 1Y | +6.4% | -64.0% | +70.4% | +34.8% |
| 3Y | +167.2% | -36.4% | +203.6% | +182.5% |
| 5Y | +92.3% | -65.8% | +158.1% | +118.9% |
| 10Y | +263.2% | -5.8% | +269.0% | +163.7% |
| All | +263.2% | -7.0% | +270.1% | +163.7% |
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