+61.0%
ZM vs SYF
+157.5%
-96.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.1% |
| 7D | +11.0% | -2.0% | +13.1% | +11.3% |
| 30D | +5.6% | +1.2% | +4.4% | +5.5% |
| 3M | -9.1% | -9.4% | +0.2% | -8.3% |
| 6M | -2.6% | +4.4% | -7.0% | -3.1% |
| YTD | +15.7% | -11.9% | +27.6% | +16.6% |
| 1Y | +18.8% | -0.4% | +19.2% | +18.4% |
| 3Y | +62.2% | +159.6% | -97.4% | +51.9% |
| 5Y | -60.9% | +60.9% | -121.7% | -65.5% |
| All | +61.0% | +157.5% | -96.6% | +98.3% |
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 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