+4.1%
SYF vs MOD
-33.0%
+37.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -21.4% | +21.2% | +1.9% |
| 7D | -0.4% | -31.3% | +30.9% | +3.1% |
| 30D | +4.4% | -46.1% | +50.5% | +10.8% |
| 3M | -4.7% | -51.1% | +46.4% | +2.0% |
| 6M | +1.9% | -62.1% | +64.0% | +10.9% |
| YTD | -8.9% | -26.2% | +17.2% | -9.8% |
| 1Y | +4.1% | -32.6% | +36.6% | +4.1% |
| All | +4.1% | -33.0% | +37.0% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling