+85.9%
ZTS vs SYF
+176.2%
-90.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.0% | -3.3% | +4.3% | +1.8% |
| 30D | +12.4% | -2.2% | +14.6% | +13.0% |
| 3M | +13.6% | -9.3% | +22.9% | +16.2% |
| 6M | +9.3% | +2.1% | +7.3% | +8.2% |
| YTD | -32.6% | -12.6% | -19.9% | -30.8% |
| 1Y | -30.0% | -3.4% | -26.6% | -30.0% |
| 3Y | -48.7% | +156.5% | -205.2% | -61.3% |
| 5Y | -59.3% | +59.6% | -118.9% | -66.3% |
| All | +85.9% | +176.2% | -90.3% | +18.8% |
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