+306.8%
SYF vs RL
+200.8%
+106.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | +0.2% |
| 7D | -2.1% | -4.2% | +2.0% | -0.3% |
| 30D | +2.5% | +4.3% | -1.8% | +0.2% |
| 3M | -6.3% | -4.6% | -1.7% | -4.6% |
| 6M | -1.5% | +1.7% | -3.2% | -3.7% |
| YTD | -10.5% | +7.3% | -17.9% | -15.2% |
| 1Y | +1.5% | +20.8% | -19.3% | -9.6% |
| 3Y | +163.3% | +247.0% | -83.7% | +35.8% |
| 5Y | +66.8% | +225.5% | -158.7% | -13.7% |
| 10Y | +228.5% | +363.0% | -134.5% | +34.4% |
| All | +306.8% | +200.8% | +106.0% | +65.3% |
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