+1,507.7%
SRE vs MOD
+682.7%
+825.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.1% |
| 7D | -0.3% | +9.6% | -9.9% | -1.3% |
| 30D | -0.7% | 0.0% | -0.8% | -0.9% |
| 3M | -6.3% | -35.4% | +29.1% | -2.5% |
| 6M | -10.7% | -7.3% | -3.4% | -11.3% |
| YTD | -3.5% | +45.8% | -49.3% | -9.4% |
| 1Y | +5.3% | +43.1% | -37.8% | -1.6% |
| 3Y | +31.8% | +297.7% | -265.9% | +4.5% |
| 5Y | +47.4% | +1,478.8% | -1,431.4% | -4.1% |
| 10Y | +120.6% | +1,633.4% | -1,512.8% | +27.7% |
| All | +1,507.7% | +682.7% | +825.0% | +697.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling