+61.0%
SYF vs ZBRA
-45.5%
+106.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | 0.0% |
| 7D | -2.0% | +0.6% | -2.6% | -2.3% |
| 30D | +1.2% | -14.0% | +15.2% | +7.4% |
| 3M | -9.4% | -14.7% | +5.3% | -3.8% |
| 6M | +4.4% | +31.3% | -26.9% | -10.4% |
| YTD | -11.9% | +33.4% | -45.4% | -26.1% |
| 1Y | -0.4% | +34.1% | -34.5% | -16.6% |
| 3Y | +159.6% | +59.9% | +99.7% | +94.5% |
| All | +61.0% | -45.5% | +106.5% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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