+180.0%
SYF vs MOD
+915.9%
-735.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.0% | -0.5% |
| 7D | -3.6% | +8.2% | -11.8% | -5.9% |
| 30D | -1.7% | -38.2% | +36.4% | +10.0% |
| 3M | -7.8% | -46.2% | +38.4% | +6.4% |
| 6M | +3.4% | -62.5% | +65.9% | +28.7% |
| YTD | -12.2% | -20.1% | +7.9% | -14.7% |
| 1Y | -1.6% | -29.7% | +28.1% | -1.7% |
| 3Y | +157.8% | +136.2% | +21.6% | +60.8% |
| 5Y | +61.9% | +820.4% | -758.5% | -39.8% |
| 10Y | +180.0% | +839.8% | -659.8% | -16.0% |
| All | +180.0% | +915.9% | -735.9% | -16.0% |
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 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