+61.0%
SYF vs ZBH
-16.1%
+77.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.3% |
| 7D | -2.0% | -2.3% | +0.2% | -1.2% |
| 30D | +1.2% | +12.5% | -11.3% | -4.1% |
| 3M | -9.4% | +3.9% | -13.3% | -11.4% |
| 6M | +4.4% | +25.4% | -21.0% | -6.1% |
| YTD | -11.9% | +15.7% | -27.6% | -18.5% |
| 1Y | -0.4% | +15.2% | -15.6% | -7.8% |
| 3Y | +159.6% | +0.3% | +159.2% | +142.9% |
| All | +61.0% | -16.1% | +77.2% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling