+341.8%
ZETA vs SYF
+89.0%
+252.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -0.8% |
| 7D | -2.4% | +2.6% | -5.1% | -4.0% |
| 30D | +15.6% | 0.0% | +15.5% | +15.4% |
| 3M | +41.5% | +11.9% | +29.6% | +30.9% |
| 6M | +63.4% | +18.9% | +44.5% | +45.8% |
| YTD | +51.3% | -4.6% | +55.9% | +54.4% |
| 1Y | +65.8% | +6.4% | +59.4% | +59.5% |
| 3Y | +279.2% | +167.2% | +112.0% | +112.4% |
| 5Y | +341.8% | +92.3% | +249.4% | +189.2% |
| All | +341.8% | +89.0% | +252.8% | +189.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling