+308.6%
SYF vs MOD
+543.1%
-234.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.3% | +6.0% | +0.6% |
| 7D | -3.8% | -34.2% | +30.4% | +6.3% |
| 30D | +2.6% | -51.9% | +54.5% | +22.6% |
| 3M | -6.5% | -53.0% | +46.5% | +11.6% |
| 6M | +0.8% | -66.4% | +67.2% | +28.4% |
| YTD | -10.1% | -31.5% | +21.4% | -8.6% |
| 1Y | +0.8% | -39.6% | +40.4% | +5.1% |
| 3Y | +158.8% | +116.8% | +42.0% | +69.6% |
| 5Y | +67.5% | +713.8% | -646.3% | -31.5% |
| 10Y | +230.0% | +882.7% | -652.7% | +3.3% |
| All | +308.6% | +543.1% | -234.5% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling