+166.5%
XLE vs SE
-78.1%
+244.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.5% |
| 7D | +4.4% | -1.5% | +5.8% | +4.5% |
| 30D | -4.3% | -22.3% | +18.0% | -3.1% |
| 3M | +6.0% | -41.8% | +47.9% | +9.0% |
| 6M | +13.2% | -22.4% | +35.6% | +14.2% |
| YTD | +46.7% | -41.6% | +88.3% | +50.4% |
| 1Y | +46.6% | -48.0% | +94.6% | +51.5% |
| 3Y | +69.6% | +63.9% | +5.7% | +60.4% |
| 5Y | +166.5% | -78.2% | +244.7% | +160.7% |
| All | +166.5% | -78.1% | +244.6% | +160.7% |
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