+6.4%
SYF vs RL
+11.4%
-5.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | +2.6% | +1.9% | +0.7% | +1.8% |
| 30D | 0.0% | -12.2% | +12.2% | +5.3% |
| 3M | +11.9% | -6.6% | +18.6% | +14.7% |
| 6M | +18.9% | +3.2% | +15.8% | +16.1% |
| YTD | -4.6% | -1.3% | -3.3% | -3.7% |
| 1Y | +6.4% | +13.6% | -7.2% | +1.2% |
| All | +6.4% | +11.4% | -5.0% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling