+170.6%
SYF vs ZBH
+17.7%
+152.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.6% |
| 7D | -2.0% | -2.3% | +0.2% | -0.8% |
| 30D | +1.2% | +12.5% | -11.3% | -6.4% |
| 3M | -9.4% | +3.9% | -13.3% | -12.5% |
| 6M | +4.4% | +25.4% | -21.0% | -10.3% |
| YTD | -11.9% | +15.7% | -27.6% | -21.4% |
| 1Y | -0.4% | +15.2% | -15.6% | -11.0% |
| 3Y | +159.6% | +0.3% | +159.2% | +138.0% |
| 5Y | +60.9% | -16.1% | +76.9% | +63.3% |
| All | +170.6% | +17.7% | +152.9% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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