+61.0%
SYF vs MOD
+1,086.9%
-1,025.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +27.9% | -27.0% | -5.2% |
| 7D | -2.0% | +40.4% | -42.4% | -9.9% |
| 30D | +1.2% | -14.0% | +15.2% | +2.8% |
| 3M | -9.4% | -33.3% | +24.0% | -2.9% |
| 6M | +4.4% | -51.4% | +55.8% | +18.2% |
| YTD | -11.9% | +1.6% | -13.5% | -19.7% |
| 1Y | -0.4% | +5.4% | -5.8% | -10.9% |
| 3Y | +159.6% | +191.0% | -31.4% | +58.2% |
| All | +61.0% | +1,086.9% | -1,025.8% | -42.7% |
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 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