-13.8%
SRE vs MOD
-33.2%
+19.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.4% |
| 7D | -5.6% | +8.2% | -13.9% | -6.0% |
| 30D | -4.5% | -38.2% | +33.7% | -2.6% |
| 3M | -7.7% | -46.2% | +38.5% | -5.5% |
| 6M | -14.4% | -62.5% | +48.1% | -11.1% |
| YTD | -9.4% | -20.1% | +10.7% | -11.3% |
| 1Y | -13.8% | -29.7% | +15.8% | -15.3% |
| All | -13.8% | -33.2% | +19.3% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling