+167.1%
SYF vs MOD
+300.6%
-133.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.8% |
| 7D | +2.4% | +9.6% | -7.2% | +0.4% |
| 30D | +0.8% | 0.0% | +0.8% | +0.7% |
| 3M | +13.4% | -35.4% | +48.8% | +22.7% |
| 6M | +16.3% | -7.3% | +23.6% | +14.3% |
| YTD | -3.0% | +45.8% | -48.8% | -15.6% |
| 1Y | +5.7% | +43.1% | -37.4% | -9.1% |
| All | +167.1% | +300.6% | -133.5% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling