+55.5%
ZTS vs SYF
+255.8%
-200.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | -4.5% | -5.5% | +1.0% | -3.2% |
| 30D | -3.3% | -3.9% | +0.6% | -2.4% |
| 3M | -9.7% | +8.9% | -18.7% | -12.0% |
| 6M | -38.8% | +16.2% | -55.1% | -41.2% |
| YTD | -41.2% | -8.4% | -32.7% | -40.3% |
| 1Y | -50.3% | +2.6% | -52.9% | -51.0% |
| 3Y | -59.1% | +156.4% | -215.5% | -69.1% |
| 5Y | -62.8% | +78.2% | -140.9% | -70.0% |
| All | +55.5% | +255.8% | -200.3% | -5.4% |
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