+66.5%
SYF vs MOD
+748.9%
-682.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.2% | -1.7% |
| 7D | -2.1% | -25.5% | +23.4% | +3.7% |
| 30D | +2.5% | -49.0% | +51.5% | +18.1% |
| 3M | -6.3% | -49.8% | +43.6% | +7.8% |
| 6M | -1.5% | -64.8% | +63.3% | +20.7% |
| YTD | -10.5% | -27.6% | +17.1% | -11.3% |
| 1Y | +1.5% | -35.2% | +36.7% | +2.6% |
| 3Y | +163.3% | +137.1% | +26.1% | +68.0% |
| All | +66.5% | +748.9% | -682.4% | -36.4% |
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 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