+124.1%
SRE vs MOD
+915.9%
-791.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.5% |
| 7D | -5.6% | +8.2% | -13.9% | -6.3% |
| 30D | -4.5% | -38.2% | +33.7% | -1.2% |
| 3M | -7.7% | -46.2% | +38.5% | -3.7% |
| 6M | -14.4% | -62.5% | +48.1% | -8.6% |
| YTD | -9.4% | -20.1% | +10.7% | -9.9% |
| 1Y | -13.8% | -29.7% | +15.8% | -13.6% |
| 3Y | +22.2% | +136.2% | -114.0% | +6.0% |
| 5Y | +50.5% | +820.4% | -769.9% | +11.3% |
| 10Y | +124.1% | +839.8% | -715.7% | +48.9% |
| All | +124.1% | +915.9% | -791.8% | +48.9% |
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 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