+81.4%
XLF vs SE
+62.6%
+18.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.2% | +0.9% |
| 7D | -1.0% | -7.7% | +6.8% | -0.2% |
| 30D | +6.5% | -22.8% | +29.3% | +9.0% |
| 3M | +1.8% | -43.7% | +45.5% | +7.3% |
| 6M | +15.4% | -12.8% | +28.2% | +15.9% |
| YTD | +8.4% | -42.0% | +50.4% | +13.0% |
| 1Y | +11.9% | -48.0% | +59.9% | +17.9% |
| All | +81.4% | +62.6% | +18.8% | +80.7% |
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 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