+319.2%
ZETA vs SYF
+59.2%
+260.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +26.5% | -3.3% | +29.7% | +28.8% |
| 30D | +10.3% | -2.2% | +12.4% | +11.5% |
| 3M | +30.5% | -9.3% | +39.9% | +37.8% |
| 6M | +129.4% | +2.1% | +127.3% | +123.4% |
| YTD | +83.1% | -12.6% | +95.8% | +96.2% |
| 1Y | +82.1% | -3.4% | +85.5% | +84.2% |
| 3Y | +352.3% | +156.5% | +195.8% | +162.5% |
| 5Y | +293.1% | +59.6% | +233.6% | +183.2% |
| All | +319.2% | +59.2% | +260.1% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling