+170.6%
SYF vs MOD
+1,079.7%
-909.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +27.9% | -27.0% | -6.5% |
| 7D | -2.0% | +40.4% | -42.4% | -11.5% |
| 30D | +1.2% | -14.0% | +15.2% | +2.8% |
| 3M | -9.4% | -33.3% | +24.0% | -2.1% |
| 6M | +4.4% | -51.4% | +55.8% | +20.1% |
| YTD | -11.9% | +1.6% | -13.5% | -20.5% |
| 1Y | -0.4% | +5.4% | -5.8% | -11.8% |
| 3Y | +159.6% | +191.0% | -31.4% | +52.0% |
| 5Y | +60.9% | +1,093.1% | -1,032.3% | -44.7% |
| All | +170.6% | +1,079.7% | -909.1% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling