+300.4%
SYF vs ZBH
+16.1%
+284.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.5% |
| 7D | -2.0% | -2.3% | +0.2% | -0.9% |
| 30D | +1.2% | +12.5% | -11.3% | -6.0% |
| 3M | -9.4% | +3.9% | -13.3% | -12.3% |
| 6M | +4.4% | +25.4% | -21.0% | -9.5% |
| YTD | -11.9% | +15.7% | -27.6% | -20.9% |
| 1Y | -0.4% | +15.2% | -15.6% | -10.4% |
| 3Y | +159.6% | +0.3% | +159.2% | +139.9% |
| 5Y | +60.9% | -16.1% | +76.9% | +63.6% |
| 10Y | +180.9% | +17.8% | +163.1% | +138.4% |
| All | +300.4% | +16.1% | +284.3% | +238.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling