+111.6%
XLB vs SE
+366.0%
-254.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.7% |
| 7D | -1.5% | +2.0% | -3.5% | -1.7% |
| 30D | +6.1% | -20.0% | +26.1% | +8.7% |
| 3M | 0.0% | -31.8% | +31.8% | +4.2% |
| 6M | 0.0% | -15.9% | +15.8% | +1.2% |
| YTD | +16.0% | -40.6% | +56.7% | +21.7% |
| 1Y | +24.7% | -50.7% | +75.4% | +33.4% |
| 3Y | +40.4% | +70.3% | -29.9% | +27.1% |
| 5Y | +30.7% | -78.8% | +109.5% | +42.6% |
| All | +111.6% | +366.0% | -254.4% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling