-29.3%
ZTS vs SYF
-1.7%
-27.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +5.6% | -2.0% | +7.6% | +6.2% |
| 30D | +12.1% | +1.2% | +10.9% | +11.7% |
| 3M | +11.3% | -9.4% | +20.6% | +14.5% |
| 6M | +14.3% | +4.4% | +9.9% | +10.5% |
| YTD | -31.9% | -11.9% | -20.0% | -31.0% |
| 1Y | -29.3% | -0.4% | -28.8% | -33.2% |
| All | -29.3% | -1.7% | -27.6% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling