+2,838.9%
KLAC vs SYF
+255.8%
+2,583.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.7% | -2.0% |
| 7D | +2.5% | -5.5% | +8.0% | +5.2% |
| 30D | -11.5% | -3.9% | -7.7% | -9.9% |
| 3M | -16.9% | +8.9% | -25.9% | -20.5% |
| 6M | +22.2% | +16.2% | +6.0% | +13.4% |
| YTD | +46.4% | -8.4% | +54.8% | +50.4% |
| 1Y | +91.0% | +2.6% | +88.4% | +85.8% |
| 3Y | +264.6% | +156.4% | +108.2% | +123.7% |
| 5Y | +430.6% | +78.2% | +352.4% | +273.0% |
| All | +2,838.9% | +255.8% | +2,583.2% | +1,282.3% |
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