+63.4%
ZM vs SYF
+183.6%
-120.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.2% |
| 7D | +2.9% | +2.4% | +0.6% | +2.7% |
| 30D | +0.7% | +0.8% | -0.2% | +0.6% |
| 3M | -3.7% | +13.4% | -17.1% | -5.0% |
| 6M | +29.9% | +16.3% | +13.5% | +27.7% |
| YTD | +17.4% | -3.0% | +20.4% | +17.3% |
| 1Y | +22.4% | +5.7% | +16.7% | +21.3% |
| 3Y | +41.3% | +160.1% | -118.8% | +31.5% |
| 5Y | -66.0% | +88.5% | -154.5% | -69.9% |
| All | +63.4% | +183.6% | -120.1% | +99.5% |
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