+340.9%
SYF vs ZBH
+10.0%
+330.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.6% |
| 7D | +2.4% | -2.8% | +5.2% | +4.0% |
| 30D | +0.8% | -0.1% | +0.9% | +0.8% |
| 3M | +13.4% | +13.4% | 0.0% | +5.2% |
| 6M | +16.3% | +3.0% | +13.4% | +13.0% |
| YTD | -3.0% | +9.7% | -12.7% | -9.3% |
| 1Y | +5.7% | -5.4% | +11.1% | +6.0% |
| 3Y | +160.1% | -15.6% | +175.7% | +169.3% |
| 5Y | +88.5% | -28.1% | +116.6% | +111.6% |
| 10Y | +263.1% | -15.2% | +278.3% | +251.4% |
| All | +340.9% | +10.0% | +330.9% | +287.8% |
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 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