+149.9%
XLE vs SE
-78.9%
+228.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -12.0% | +2.0% | -14.0% | -12.1% |
| 30D | -2.7% | -20.0% | +17.3% | -1.7% |
| 3M | +6.6% | -31.8% | +38.4% | +8.6% |
| 6M | +9.5% | -15.9% | +25.4% | +9.9% |
| YTD | +40.6% | -40.6% | +81.2% | +44.0% |
| 1Y | +43.6% | -50.7% | +94.3% | +48.9% |
| 3Y | +58.1% | +70.3% | -12.2% | +49.2% |
| All | +149.9% | -78.9% | +228.8% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling