+195.1%
SYF vs Z
+25.1%
+170.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | +2.4% | -3.0% | +5.4% | +3.1% |
| 30D | +0.8% | -4.2% | +5.0% | +1.6% |
| 3M | +13.4% | -3.7% | +17.1% | +13.7% |
| 6M | +16.3% | -24.5% | +40.9% | +23.4% |
| YTD | -3.0% | -49.3% | +46.3% | +12.9% |
| 1Y | +5.7% | -58.7% | +64.4% | +28.8% |
| 3Y | +160.1% | -34.1% | +194.2% | +172.6% |
| 5Y | +88.5% | -64.5% | +153.1% | +112.3% |
| 10Y | +263.1% | -0.5% | +263.6% | +166.3% |
| All | +195.1% | +25.1% | +170.0% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling