+105.9%
SRE vs MOD
+911.6%
-805.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.8% | -2.5% |
| 7D | -9.2% | -25.5% | +16.4% | -7.2% |
| 30D | -1.9% | -49.0% | +47.1% | +3.0% |
| 3M | -6.5% | -49.8% | +43.3% | -2.0% |
| 6M | -15.2% | -64.8% | +49.5% | -9.1% |
| YTD | -9.5% | -27.6% | +18.2% | -9.2% |
| 1Y | -13.2% | -35.2% | +22.0% | -12.4% |
| 3Y | +19.5% | +137.1% | -117.7% | +3.9% |
| 5Y | +43.6% | +760.3% | -716.7% | +7.6% |
| All | +105.9% | +911.6% | -805.7% | +44.1% |
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