+173.4%
XLE vs SE
+589.8%
-416.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +2.2% | -6.1% | +8.3% | +2.7% |
| 30D | +11.8% | -2.5% | +14.2% | +11.8% |
| 3M | +9.8% | +21.7% | -11.9% | +7.4% |
| 6M | +15.6% | +27.0% | -11.4% | +12.1% |
| YTD | +45.3% | -12.1% | +57.4% | +45.6% |
| 1Y | +48.3% | -40.9% | +89.2% | +54.2% |
| 3Y | +55.4% | +191.0% | -135.6% | +35.3% |
| 5Y | +216.1% | -68.3% | +284.4% | +232.0% |
| All | +173.4% | +589.8% | -416.4% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling