+61.0%
SYF vs RL
+239.2%
-178.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.4% |
| 7D | -2.0% | +2.6% | -4.6% | -3.5% |
| 30D | +1.2% | +2.9% | -1.7% | -0.8% |
| 3M | -9.4% | 0.0% | -9.4% | -10.0% |
| 6M | +4.4% | +17.1% | -12.7% | -5.8% |
| YTD | -11.9% | +10.1% | -22.0% | -18.3% |
| 1Y | -0.4% | +17.3% | -17.7% | -11.0% |
| 3Y | +159.6% | +249.3% | -89.8% | +22.4% |
| All | +61.0% | +239.2% | -178.1% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling