-62.2%
ZM vs SYF
+60.4%
-122.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | +11.0% | -2.0% | +13.1% | +11.9% |
| 30D | +5.6% | +1.2% | +4.4% | +5.1% |
| 3M | -9.1% | -9.4% | +0.2% | -5.8% |
| 6M | -2.6% | +4.4% | -7.0% | -5.2% |
| YTD | +15.7% | -11.9% | +27.6% | +19.4% |
| 1Y | +18.8% | -0.4% | +19.2% | +16.4% |
| 3Y | +62.2% | +159.6% | -97.4% | -4.3% |
| All | -62.2% | +60.4% | -122.6% | -77.6% |
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