+294.5%
ZETA vs SYF
+59.2%
+235.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.1% | +10.2% | +9.4% |
| 7D | +13.2% | -4.2% | +17.4% | +16.0% |
| 30D | +6.0% | -1.1% | +7.0% | +6.4% |
| 3M | +27.3% | -7.9% | +35.2% | +33.1% |
| 6M | +104.6% | -1.1% | +105.7% | +103.2% |
| YTD | +72.3% | -12.6% | +84.9% | +84.5% |
| 1Y | +76.3% | -2.4% | +78.7% | +77.3% |
| 3Y | +325.6% | +156.6% | +169.0% | +146.9% |
| 5Y | +254.2% | +61.9% | +192.4% | +153.5% |
| All | +294.5% | +59.2% | +235.2% | +183.1% |
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