+59.6%
SYF vs MOD
+815.4%
-755.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -3.3% | +16.1% | -19.3% | -6.6% |
| 30D | -2.2% | -38.5% | +36.3% | +7.9% |
| 3M | -9.3% | -46.8% | +37.5% | +2.8% |
| 6M | +2.1% | -61.6% | +63.7% | +22.6% |
| YTD | -12.6% | -20.5% | +7.9% | -15.3% |
| 1Y | -3.4% | -28.0% | +24.6% | -4.8% |
| 3Y | +156.5% | +134.9% | +21.5% | +64.8% |
| 5Y | +59.6% | +833.2% | -773.6% | -39.9% |
| All | +59.6% | +815.4% | -755.9% | -39.9% |
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