+247.6%
SYF vs ZBH
-17.1%
+264.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.2% |
| 7D | -5.5% | -6.6% | +1.0% | -1.8% |
| 30D | -3.9% | -4.9% | +1.1% | -1.2% |
| 3M | +8.9% | +5.1% | +3.8% | +5.2% |
| 6M | +16.2% | +1.3% | +14.9% | +13.6% |
| YTD | -8.4% | +3.4% | -11.8% | -11.6% |
| 1Y | +2.6% | -8.7% | +11.3% | +4.8% |
| 3Y | +156.4% | -21.2% | +177.6% | +176.7% |
| 5Y | +78.2% | -29.2% | +107.4% | +101.7% |
| All | +247.6% | -17.1% | +264.7% | +235.7% |
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