+242.2%
ZETA vs SYF
+71.0%
+171.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.2% |
| 7D | -0.1% | -1.3% | +1.3% | +0.8% |
| 30D | +10.5% | -1.1% | +11.5% | +11.1% |
| 3M | +44.3% | +7.4% | +36.9% | +37.1% |
| 6M | +59.4% | +16.2% | +43.2% | +44.4% |
| YTD | +49.5% | -6.1% | +55.6% | +54.0% |
| 1Y | +62.7% | +3.4% | +59.3% | +59.2% |
| 3Y | +274.6% | +162.9% | +111.8% | +113.8% |
| 5Y | +349.3% | +85.6% | +263.7% | +199.2% |
| All | +242.2% | +71.0% | +171.2% | +136.3% |
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