+172.3%
SYF vs Z
+6.9%
+165.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.2% |
| 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% | +7.4% |
| YTD | -10.5% | -56.7% | +46.2% | +7.4% |
| 1Y | +1.5% | -59.1% | +60.6% | +23.3% |
| 3Y | +163.3% | -20.4% | +183.6% | +161.7% |
| 5Y | +66.8% | -55.3% | +122.0% | +80.2% |
| 10Y | +228.5% | -14.2% | +242.7% | +148.3% |
| All | +172.3% | +6.9% | +165.4% | +90.8% |
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 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