+218.5%
SYF vs MOD
+911.6%
-693.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.2% | -2.0% |
| 7D | -2.1% | -25.5% | +23.4% | +4.8% |
| 30D | +2.5% | -49.0% | +51.5% | +21.1% |
| 3M | -6.3% | -49.8% | +43.6% | +10.5% |
| 6M | -1.5% | -64.8% | +63.3% | +24.8% |
| YTD | -10.5% | -27.6% | +17.1% | -10.5% |
| 1Y | +1.5% | -35.2% | +36.7% | +3.6% |
| 3Y | +163.3% | +137.1% | +26.1% | +63.2% |
| 5Y | +66.8% | +760.3% | -693.5% | -37.1% |
| All | +218.5% | +911.6% | -693.2% | -7.4% |
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