+252.6%
ZETA vs SYF
+76.7%
+175.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | +2.7% | +2.4% | +0.3% | +1.2% |
| 30D | +15.8% | +0.8% | +15.0% | +15.1% |
| 3M | +35.4% | +13.4% | +22.0% | +24.4% |
| 6M | +67.1% | +16.3% | +50.8% | +51.2% |
| YTD | +54.1% | -3.0% | +57.1% | +55.6% |
| 1Y | +67.8% | +5.7% | +62.1% | +62.0% |
| 3Y | +311.4% | +160.1% | +151.3% | +135.8% |
| 5Y | +324.8% | +88.5% | +236.3% | +179.3% |
| All | +252.6% | +76.7% | +175.9% | +138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling