+43.6%
XLE vs SE
-52.2%
+95.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -12.0% | +2.0% | -14.0% | -11.8% |
| 30D | -2.7% | -20.0% | +17.3% | -4.7% |
| 3M | +6.6% | -31.8% | +38.4% | +3.1% |
| 6M | +9.5% | -15.9% | +25.4% | +8.4% |
| YTD | +40.6% | -40.6% | +81.2% | +38.9% |
| 1Y | +43.6% | -50.7% | +94.3% | +41.6% |
| All | +43.6% | -52.2% | +95.8% | +41.6% |
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 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