+33.8%
ZM vs SYF
+170.1%
-136.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.2% | -4.4% |
| 7D | +1.6% | +2.6% | -1.0% | +0.9% |
| 30D | -7.7% | 0.0% | -7.8% | -7.7% |
| 3M | -4.7% | +11.9% | -16.6% | -8.0% |
| 6M | +24.4% | +18.9% | +5.5% | +17.5% |
| YTD | +11.8% | -4.6% | +16.4% | +12.1% |
| 1Y | +13.4% | +6.4% | +7.0% | +9.9% |
| 3Y | +33.8% | +167.2% | -133.3% | -7.7% |
| All | +33.8% | +170.1% | -136.3% | -7.7% |
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 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