+263.2%
SYF vs RL
+304.3%
-41.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.0% |
| 7D | +2.6% | +1.9% | +0.7% | +1.5% |
| 30D | 0.0% | -12.2% | +12.2% | +7.1% |
| 3M | +11.9% | -6.6% | +18.6% | +15.6% |
| 6M | +18.9% | +3.2% | +15.8% | +14.8% |
| YTD | -4.6% | -1.3% | -3.3% | -5.7% |
| 1Y | +6.4% | +13.6% | -7.2% | -3.2% |
| 3Y | +167.2% | +210.9% | -43.7% | +35.1% |
| 5Y | +92.3% | +246.9% | -154.5% | -12.2% |
| 10Y | +263.2% | +310.1% | -46.9% | +34.2% |
| All | +263.2% | +304.3% | -41.1% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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