+5.7%
SYF vs MOD
+45.0%
-39.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.4% |
| 7D | +2.4% | +9.6% | -7.2% | +1.3% |
| 30D | +0.8% | 0.0% | +0.8% | +0.7% |
| 3M | +13.4% | -35.4% | +48.8% | +18.3% |
| 6M | +16.3% | -7.3% | +23.6% | +14.7% |
| YTD | -3.0% | +45.8% | -48.8% | -9.6% |
| 1Y | +5.7% | +43.1% | -37.4% | 0.0% |
| All | +5.7% | +45.0% | -39.3% | 0.0% |
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