+36.5%
XLB vs SE
-67.4%
+104.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -0.2% | +0.6% | -0.9% | -0.3% |
| 30D | -1.7% | -0.1% | -1.7% | -1.9% |
| 3M | +4.4% | +34.1% | -29.8% | +0.8% |
| 6M | +5.0% | +23.2% | -18.2% | +2.1% |
| YTD | +15.5% | -11.2% | +26.6% | +15.8% |
| 1Y | +14.9% | -40.5% | +55.5% | +20.0% |
| 3Y | +34.5% | +196.3% | -161.8% | +16.7% |
| 5Y | +36.5% | -67.0% | +103.6% | +35.0% |
| All | +36.5% | -67.4% | +104.0% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling