+159.6%
SYF vs Z
-18.1%
+177.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.6% | 0.0% |
| 7D | -2.0% | +0.8% | -2.9% | -2.3% |
| 30D | +1.2% | +5.2% | -4.0% | -0.8% |
| 3M | -9.4% | -17.0% | +7.7% | -6.1% |
| 6M | +4.4% | -22.7% | +27.1% | +9.6% |
| YTD | -11.9% | -56.3% | +44.4% | +5.6% |
| 1Y | -0.4% | -57.7% | +57.2% | +20.1% |
| 3Y | +159.6% | -16.5% | +176.1% | +179.8% |
| All | +159.6% | -18.1% | +177.7% | +179.8% |
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