+23.0%
SRE vs MOD
+129.0%
-106.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.3% |
| 7D | -8.2% | -17.8% | +9.7% | -7.3% |
| 30D | -3.6% | -43.2% | +39.6% | -0.9% |
| 3M | -6.3% | -46.0% | +39.8% | -3.5% |
| 6M | -13.0% | -62.2% | +49.2% | -9.0% |
| YTD | -9.2% | -22.8% | +13.6% | -9.6% |
| 1Y | -13.1% | -35.5% | +22.4% | -12.7% |
| All | +23.0% | +129.0% | -106.1% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling