+163.3%
SYF vs Z
-21.1%
+184.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.1% |
| 7D | -2.1% | -4.6% | +2.4% | -1.3% |
| 30D | +2.5% | +8.3% | -5.8% | -0.2% |
| 3M | -6.3% | -11.6% | +5.3% | -4.4% |
| 6M | -1.5% | -33.6% | +32.2% | +7.6% |
| YTD | -10.5% | -56.7% | +46.2% | +7.6% |
| 1Y | +1.5% | -59.1% | +60.6% | +23.5% |
| 3Y | +163.3% | -20.4% | +183.6% | +182.1% |
| All | +163.3% | -21.1% | +184.3% | +182.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling