+14.0%
XLB vs SE
-43.9%
+57.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -3.5% | -4.8% | +1.2% | -3.2% |
| 30D | -4.7% | -18.1% | +13.5% | -3.2% |
| 3M | +2.7% | +30.6% | -27.9% | +0.2% |
| 6M | +2.6% | +20.8% | -18.2% | +0.3% |
| YTD | +12.8% | -15.6% | +28.4% | +13.5% |
| 1Y | +14.0% | -44.2% | +58.2% | +19.6% |
| All | +14.0% | -43.9% | +57.9% | +19.6% |
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