+159.6%
SYF vs RL
+250.5%
-91.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.4% |
| 7D | -2.0% | +2.6% | -4.6% | -3.4% |
| 30D | +1.2% | +2.9% | -1.7% | -0.7% |
| 3M | -9.4% | 0.0% | -9.4% | -9.9% |
| 6M | +4.4% | +17.1% | -12.7% | -5.0% |
| YTD | -11.9% | +10.1% | -22.0% | -17.6% |
| 1Y | -0.4% | +17.3% | -17.7% | -10.2% |
| 3Y | +159.6% | +249.3% | -89.8% | +45.3% |
| All | +159.6% | +250.5% | -91.0% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling