-62.4%
ZTS vs SYF
+89.2%
-151.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -3.8% | -1.3% | -2.4% | -3.5% |
| 30D | -2.0% | -1.1% | -1.0% | -1.9% |
| 3M | -10.2% | +7.4% | -17.6% | -12.0% |
| 6M | -39.4% | +16.2% | -55.6% | -41.5% |
| YTD | -40.8% | -6.1% | -34.7% | -40.4% |
| 1Y | -50.1% | +3.4% | -53.5% | -50.9% |
| 3Y | -58.9% | +162.9% | -221.7% | -68.5% |
| 5Y | -62.4% | +85.6% | -147.9% | -71.2% |
| All | -62.4% | +89.2% | -151.6% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling