+153.5%
XLF vs SE
+597.4%
-443.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | +0.2% | +0.6% | -0.4% | +0.1% |
| 30D | -0.5% | -0.1% | -0.4% | -0.7% |
| 3M | +10.6% | +34.1% | -23.5% | +6.8% |
| 6M | +14.3% | +23.2% | -8.9% | +11.0% |
| YTD | +5.5% | -11.2% | +16.7% | +5.8% |
| 1Y | +9.6% | -40.5% | +50.1% | +14.5% |
| 3Y | +75.2% | +196.3% | -121.1% | +50.6% |
| 5Y | +65.5% | -67.0% | +132.6% | +69.5% |
| All | +153.5% | +597.4% | -443.9% | +73.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling