+281.7%
ZETA vs SYF
+158.5%
+123.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.6% |
| 7D | -0.4% | -2.1% | +1.7% | +0.9% |
| 30D | -8.0% | +2.5% | -10.5% | -9.6% |
| 3M | +21.4% | -6.3% | +27.7% | +26.0% |
| 6M | +80.1% | -1.5% | +81.5% | +79.4% |
| YTD | +52.5% | -10.5% | +63.0% | +61.4% |
| 1Y | +58.5% | +1.5% | +57.0% | +55.3% |
| 3Y | +281.7% | +163.3% | +118.4% | +160.2% |
| All | +281.7% | +158.5% | +123.1% | +160.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling