+54.6%
XLE vs SE
+197.9%
-143.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +2.2% | -6.1% | +8.3% | +2.4% |
| 30D | +11.8% | -2.5% | +14.2% | +11.8% |
| 3M | +9.8% | +21.7% | -11.9% | +8.6% |
| 6M | +15.6% | +27.0% | -11.4% | +13.7% |
| YTD | +45.3% | -12.1% | +57.4% | +47.0% |
| 1Y | +48.3% | -40.9% | +89.2% | +55.7% |
| All | +54.6% | +197.9% | -143.3% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling