+61.9%
SYF vs ZCMD
-100.0%
+161.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -2.1% |
| 7D | -4.2% | -3.0% | -1.2% | -4.2% |
| 30D | -1.1% | -39.5% | +38.4% | -0.9% |
| 3M | -7.9% | -57.8% | +49.9% | -7.6% |
| 6M | -1.1% | -99.7% | +98.6% | +1.6% |
| YTD | -12.6% | -99.9% | +87.3% | -9.6% |
| 1Y | -2.4% | -99.9% | +97.5% | +1.2% |
| 3Y | +156.6% | -100.0% | +256.6% | +170.0% |
| 5Y | +61.9% | -100.0% | +161.9% | +71.4% |
| All | +61.9% | -100.0% | +161.9% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling