+414.5%
ZS vs SYF
+182.3%
+232.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -7.8% | +2.4% | -10.2% | -8.4% |
| 30D | +5.0% | +0.8% | +4.2% | +4.8% |
| 3M | +25.5% | +13.4% | +12.1% | +21.3% |
| 6M | +8.7% | +16.3% | -7.6% | +4.0% |
| YTD | -24.5% | -3.0% | -21.5% | -24.4% |
| 1Y | -36.7% | +5.7% | -42.4% | -38.1% |
| 3Y | +7.2% | +160.1% | -152.9% | -16.0% |
| 5Y | -40.9% | +88.5% | -129.4% | -52.8% |
| All | +414.5% | +182.3% | +232.2% | +338.0% |
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