+206.0%
SYF vs RL
+397.7%
-191.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.5% | -3.8% |
| 7D | -4.3% | +0.2% | -4.5% | -4.8% |
| 30D | +1.0% | +7.3% | -6.3% | -3.2% |
| 3M | -6.4% | +1.0% | -7.5% | -7.7% |
| 6M | +1.0% | +11.8% | -10.8% | -6.6% |
| YTD | -10.7% | +13.6% | -24.3% | -18.7% |
| 1Y | +1.8% | +24.0% | -22.3% | -11.9% |
| 3Y | +165.8% | +256.6% | -90.7% | +24.2% |
| 5Y | +65.9% | +240.2% | -174.3% | -23.2% |
| 10Y | +206.0% | +373.0% | -167.0% | +6.2% |
| All | +206.0% | +397.7% | -191.7% | +6.2% |
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