+116.9%
SRE vs MOD
+1,604.6%
-1,487.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.0% |
| 7D | -0.3% | +9.6% | -9.9% | -1.1% |
| 30D | -0.7% | 0.0% | -0.8% | -0.9% |
| 3M | -6.3% | -35.4% | +29.1% | -3.5% |
| 6M | -10.7% | -7.3% | -3.4% | -11.1% |
| YTD | -3.5% | +45.8% | -49.3% | -8.0% |
| 1Y | +5.3% | +43.1% | -37.8% | 0.0% |
| 3Y | +31.8% | +297.7% | -265.9% | +10.2% |
| 5Y | +47.4% | +1,478.8% | -1,431.4% | +5.1% |
| All | +116.9% | +1,604.6% | -1,487.6% | +37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling