Process for synthesizing hydrocarbons includes: reforming a hydrocarbon feedstock containing inert gases in reforming stages to generate a synthesis gas including the inert gases, steam, hydrogen and carbon monoxide; cooling the synthesis gas below the dew point to obtain a dewatered synthesis gas; synthesizing hydrocarbons from the dewatered synthesis gas by the Fischer-Tropsch reaction and separating at least part of the synthesized hydrocarbons, to give a tail gas; subjecting a mixture of at least part of the tail gas and steam to the water-gas shift reaction, to form shifted tail gas having increased hydrogen and carbon dioxide contents; subjecting the shifted tail gas to one or more membrane separation stages thereby generating an inert gas-containing gas mixture and one or more of a hydrogen-, carbon dioxide- and a hydrocarbon-containing gas mixture; and using one or more of the hydrogen-, carbon dioxide- and hydrocarbon-containing gas mixture in a reformer feed stream.