+297.1%
SYF vs RL
+212.2%
+85.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -3.3% | +2.4% | -5.6% | -4.5% |
| 30D | -2.2% | +4.6% | -6.7% | -4.7% |
| 3M | -9.3% | -1.1% | -8.2% | -9.5% |
| 6M | +2.1% | +16.5% | -14.5% | -6.9% |
| YTD | -12.6% | +11.4% | -24.0% | -18.9% |
| 1Y | -3.4% | +16.1% | -19.5% | -12.4% |
| 3Y | +156.5% | +252.6% | -96.1% | +31.1% |
| 5Y | +59.6% | +244.9% | -185.3% | -19.8% |
| 10Y | +178.6% | +342.4% | -163.7% | +13.8% |
| All | +297.1% | +212.2% | +85.0% | +58.2% |
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 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