+49.9%
XLE vs SE
-48.0%
+97.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.5% | -9.2% | -4.2% |
| 7D | -7.2% | +6.7% | -13.9% | -6.5% |
| 30D | +0.1% | -17.2% | +17.3% | -1.5% |
| 3M | +9.2% | -28.0% | +37.2% | +6.2% |
| 6M | +8.4% | -6.1% | +14.5% | +8.4% |
| YTD | +44.9% | -37.1% | +82.0% | +43.9% |
| 1Y | +49.9% | -48.8% | +98.6% | +48.3% |
| All | +49.9% | -48.0% | +97.9% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling