+179.8%
ZTS vs SYF
+303.9%
-124.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.9% |
| 7D | -1.0% | -4.7% | +3.7% | +0.2% |
| 30D | +10.8% | +0.6% | +10.2% | +10.6% |
| 3M | +14.1% | -6.8% | +20.9% | +15.9% |
| 6M | +0.8% | +0.5% | +0.2% | +0.1% |
| YTD | -33.1% | -11.1% | -22.0% | -31.6% |
| 1Y | -30.0% | +1.3% | -31.3% | -30.8% |
| 3Y | -49.5% | +164.6% | -214.2% | -62.4% |
| 5Y | -60.2% | +65.2% | -125.4% | -67.4% |
| 10Y | +77.0% | +204.6% | -127.6% | +7.7% |
| All | +179.8% | +303.9% | -124.1% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling