+0.7%
ZS vs SYF
+170.1%
-169.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.0% |
| 7D | -9.2% | +2.6% | -11.8% | -10.1% |
| 30D | -4.0% | 0.0% | -4.0% | -4.0% |
| 3M | +25.3% | +11.9% | +13.4% | +19.5% |
| 6M | -1.3% | +18.9% | -20.2% | -8.7% |
| YTD | -28.0% | -4.6% | -23.4% | -27.5% |
| 1Y | -42.5% | +6.4% | -48.9% | -44.7% |
| 3Y | +0.7% | +167.2% | -166.4% | -32.9% |
| All | +0.7% | +170.1% | -169.4% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling