-60.2%
ZTS vs SYF
+66.9%
-127.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | -1.0% | -4.7% | +3.7% | +0.1% |
| 30D | +10.8% | +0.6% | +10.2% | +10.6% |
| 3M | +14.1% | -6.8% | +20.9% | +15.7% |
| 6M | +0.8% | +0.5% | +0.2% | +0.2% |
| YTD | -33.1% | -11.1% | -22.0% | -31.8% |
| 1Y | -30.0% | +1.3% | -31.3% | -30.7% |
| 3Y | -49.5% | +164.6% | -214.2% | -61.9% |
| 5Y | -60.2% | +65.2% | -125.4% | -69.0% |
| All | -60.2% | +66.9% | -127.1% | -69.0% |
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 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