+116.7%
SRE vs MOD
+1,005.7%
-889.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.9% | -9.1% | 0.0% |
| 7D | -8.4% | -13.9% | +5.6% | -7.5% |
| 30D | -3.2% | -41.5% | +38.4% | +0.6% |
| 3M | -5.3% | -45.7% | +40.4% | -1.3% |
| 6M | -12.6% | -61.1% | +48.5% | -7.0% |
| YTD | -8.8% | -20.5% | +11.7% | -9.2% |
| 1Y | -13.4% | -32.1% | +18.7% | -13.0% |
| 3Y | +24.4% | +146.5% | -122.1% | +7.7% |
| 5Y | +47.3% | +812.7% | -765.4% | +9.7% |
| 10Y | +116.7% | +966.8% | -850.2% | +48.7% |
| All | +116.7% | +1,005.7% | -889.1% | +48.7% |
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