-67.4%
ZM vs SYF
+92.3%
-159.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.2% | -4.2% |
| 7D | +1.6% | +2.6% | -1.0% | +0.7% |
| 30D | -7.7% | 0.0% | -7.8% | -7.7% |
| 3M | -4.7% | +11.9% | -16.6% | -9.3% |
| 6M | +24.4% | +18.9% | +5.5% | +15.1% |
| YTD | +11.8% | -4.6% | +16.4% | +12.1% |
| 1Y | +13.4% | +6.4% | +7.0% | +8.6% |
| 3Y | +33.8% | +167.2% | -133.3% | -20.0% |
| All | -67.4% | +92.3% | -159.8% | -80.3% |
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