+203.7%
SYF vs ZCMD
-100.0%
+303.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.1% |
| 7D | +2.4% | -8.0% | +10.4% | +2.5% |
| 30D | +0.8% | -27.9% | +28.7% | +1.2% |
| 3M | +13.4% | -74.6% | +88.0% | +13.0% |
| 6M | +16.3% | -99.5% | +115.8% | +23.7% |
| YTD | -3.0% | -99.7% | +96.7% | +5.0% |
| 1Y | +5.7% | -99.9% | +105.6% | +16.5% |
| 3Y | +160.1% | -100.0% | +260.1% | +208.0% |
| 5Y | +88.5% | -100.0% | +188.5% | +124.3% |
| All | +203.7% | -100.0% | +303.7% | +323.3% |
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