+141.4%
XLC vs SE
+646.6%
-505.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | +0.2% | -0.1% | +0.3% | 0.0% |
| 3M | +0.6% | +34.1% | -33.5% | -4.6% |
| 6M | -4.5% | +23.2% | -27.7% | -8.7% |
| YTD | -4.7% | -11.2% | +6.4% | -4.3% |
| 1Y | -1.7% | -40.5% | +38.9% | +5.3% |
| 3Y | +72.3% | +196.3% | -124.0% | +35.3% |
| 5Y | +37.8% | -67.0% | +104.8% | +44.6% |
| All | +141.4% | +646.6% | -505.2% | +33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling