+67.5%
SYF vs MOD
+720.4%
-652.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.3% | +6.0% | +0.4% |
| 7D | -3.8% | -34.2% | +30.4% | +4.9% |
| 30D | +2.6% | -51.9% | +54.5% | +19.9% |
| 3M | -6.5% | -53.0% | +46.5% | +9.2% |
| 6M | +0.8% | -66.4% | +67.2% | +24.8% |
| YTD | -10.1% | -31.5% | +21.4% | -9.7% |
| 1Y | +0.8% | -39.6% | +40.4% | +3.7% |
| 3Y | +158.8% | +116.8% | +42.0% | +69.0% |
| 5Y | +67.5% | +713.8% | -646.3% | -35.6% |
| All | +67.5% | +720.4% | -652.9% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling