+340.9%
SYF vs RL
+179.7%
+161.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.9% |
| 7D | +2.4% | -0.8% | +3.2% | +2.8% |
| 30D | +0.8% | -7.8% | +8.6% | +4.7% |
| 3M | +13.4% | -4.0% | +17.4% | +15.2% |
| 6M | +16.3% | -1.9% | +18.2% | +15.6% |
| YTD | -3.0% | -0.2% | -2.8% | -4.4% |
| 1Y | +5.7% | +10.7% | -5.0% | -1.5% |
| 3Y | +160.1% | +210.8% | -50.7% | +42.0% |
| 5Y | +88.5% | +238.2% | -149.7% | -4.3% |
| 10Y | +263.1% | +313.4% | -50.3% | +55.8% |
| All | +340.9% | +179.7% | +161.2% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling