+175.0%
SYF vs ZCMD
-100.0%
+275.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.4% |
| 7D | -3.6% | +1.4% | -4.9% | -3.6% |
| 30D | -1.7% | -29.9% | +28.1% | -1.3% |
| 3M | -7.8% | -54.9% | +47.1% | -7.1% |
| 6M | +3.4% | -99.7% | +103.0% | +10.5% |
| YTD | -12.2% | -99.9% | +87.7% | -4.4% |
| 1Y | -1.6% | -99.9% | +98.3% | +8.2% |
| 3Y | +157.8% | -100.0% | +257.8% | +204.0% |
| 5Y | +61.9% | -100.0% | +161.9% | +95.6% |
| All | +175.0% | -100.0% | +275.0% | +285.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling