+333.7%
SYF vs ZBRA
+333.1%
+0.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.6% |
| 7D | +2.6% | +2.6% | 0.0% | +1.6% |
| 30D | 0.0% | -6.4% | +6.4% | +2.5% |
| 3M | +11.9% | +51.3% | -39.4% | -6.6% |
| 6M | +18.9% | +60.5% | -41.6% | -3.8% |
| YTD | -4.6% | +45.2% | -49.8% | -20.2% |
| 1Y | +6.4% | +12.3% | -6.0% | -2.2% |
| 3Y | +167.2% | +37.5% | +129.7% | +122.4% |
| 5Y | +92.3% | -39.2% | +131.5% | +106.7% |
| 10Y | +263.2% | +417.0% | -153.8% | +117.9% |
| All | +333.7% | +333.1% | +0.6% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling