+395.4%
ZS vs SYF
+166.5%
+228.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.0% |
| 7D | -8.1% | -5.5% | -2.5% | -6.7% |
| 30D | -8.4% | -3.9% | -4.6% | -7.5% |
| 3M | +31.1% | +8.9% | +22.1% | +28.0% |
| 6M | +4.4% | +16.2% | -11.8% | -0.1% |
| YTD | -27.3% | -8.4% | -18.9% | -26.1% |
| 1Y | -41.4% | +2.6% | -44.0% | -42.2% |
| 3Y | +1.7% | +156.4% | -154.7% | -19.9% |
| 5Y | -39.6% | +78.2% | -117.8% | -51.0% |
| All | +395.4% | +166.5% | +228.9% | +327.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling