+159.4%
SYF vs ZCMD
-100.0%
+259.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -1.6% |
| 7D | -1.3% | -4.1% | +2.8% | -1.3% |
| 30D | -1.1% | -22.7% | +21.7% | -1.0% |
| 3M | +7.4% | -62.5% | +69.9% | +7.1% |
| 6M | +16.2% | -99.5% | +115.7% | +18.3% |
| YTD | -6.1% | -99.7% | +93.6% | -4.0% |
| 1Y | +3.4% | -99.9% | +103.3% | +5.8% |
| All | +159.4% | -100.0% | +259.4% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 3y: compounded portfolio wealth divided by compounded ZCMD 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…
3y analysis · Full analysis span regression · 6 months rolling