+51.3%
SRE vs MOD
+815.4%
-764.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | -1.1% | +16.1% | -17.2% | -2.0% |
| 30D | -4.1% | -38.5% | +34.4% | -1.6% |
| 3M | -7.3% | -46.8% | +39.5% | -4.2% |
| 6M | -14.1% | -61.6% | +47.5% | -9.9% |
| YTD | -8.5% | -20.5% | +12.0% | -9.0% |
| 1Y | -12.0% | -28.0% | +16.0% | -12.0% |
| 3Y | +23.4% | +134.9% | -111.6% | +11.2% |
| 5Y | +51.3% | +833.2% | -781.9% | +27.8% |
| All | +51.3% | +815.4% | -764.1% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling