+20.9%
XLB vs SE
-48.7%
+69.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | 0.0% | -1.5% | +1.5% | +0.1% |
| 30D | +5.3% | -22.3% | +27.6% | +7.3% |
| 3M | 0.0% | -41.8% | +41.8% | +4.2% |
| 6M | +1.2% | -22.4% | +23.6% | +2.8% |
| YTD | +16.9% | -41.6% | +58.5% | +21.0% |
| 1Y | +20.9% | -48.0% | +68.9% | +26.1% |
| All | +20.9% | -48.7% | +69.6% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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