+112.7%
XLB vs SE
+589.8%
-477.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.4% | -6.1% | +4.7% | -0.7% |
| 30D | -0.4% | -2.5% | +2.1% | -0.3% |
| 3M | +2.0% | +21.7% | -19.7% | -0.7% |
| 6M | +1.8% | +27.0% | -25.2% | -1.7% |
| YTD | +16.6% | -12.1% | +28.7% | +17.1% |
| 1Y | +16.9% | -40.9% | +57.9% | +22.7% |
| 3Y | +32.6% | +191.0% | -158.4% | +12.7% |
| 5Y | +35.6% | -68.3% | +103.9% | +41.3% |
| All | +112.7% | +589.8% | -477.1% | +38.1% |
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 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