+134.0%
XLC vs SE
+405.9%
-271.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | -2.4% | -19.4% | +17.0% | +1.0% |
| 3M | -3.3% | -33.1% | +29.8% | +2.8% |
| 6M | -7.3% | -11.4% | +4.1% | -6.4% |
| YTD | -7.6% | -39.8% | +32.2% | -1.2% |
| 1Y | -3.7% | -50.5% | +46.8% | +6.2% |
| 3Y | +62.9% | +68.9% | -5.9% | +40.8% |
| 5Y | +41.6% | -77.1% | +118.7% | +57.9% |
| All | +134.0% | +405.9% | -271.9% | +37.8% |
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