+204.6%
SYF vs MOD
+1,005.7%
-801.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.9% | -10.6% | -3.4% |
| 7D | -4.7% | -13.9% | +9.3% | -1.9% |
| 30D | +0.6% | -41.5% | +42.1% | +14.4% |
| 3M | -6.8% | -45.7% | +38.9% | +7.3% |
| 6M | +0.5% | -61.1% | +61.7% | +23.8% |
| YTD | -11.1% | -20.5% | +9.4% | -13.5% |
| 1Y | +1.3% | -32.1% | +33.4% | +2.2% |
| 3Y | +164.6% | +146.5% | +18.2% | +62.7% |
| 5Y | +65.2% | +812.7% | -747.6% | -38.5% |
| 10Y | +204.6% | +966.8% | -762.2% | -11.6% |
| All | +204.6% | +1,005.7% | -801.1% | -11.6% |
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