+288.8%
KLAC vs SYF
+170.1%
+118.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.5% |
| 7D | +10.6% | +2.6% | +8.0% | +9.3% |
| 30D | -4.5% | 0.0% | -4.5% | -4.6% |
| 3M | -10.3% | +11.9% | -22.2% | -15.0% |
| 6M | +40.9% | +18.9% | +22.0% | +29.8% |
| YTD | +56.1% | -4.6% | +60.7% | +57.0% |
| 1Y | +109.0% | +6.4% | +102.7% | +99.8% |
| 3Y | +288.8% | +167.2% | +121.7% | +175.2% |
| All | +288.8% | +170.1% | +118.7% | +175.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling