+64.4%
XLF vs SE
-66.7%
+131.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | 0.0% |
| 7D | -1.0% | -3.6% | +2.6% | -0.7% |
| 30D | -1.3% | -5.3% | +4.0% | -0.9% |
| 3M | +9.1% | +28.1% | -18.9% | +5.9% |
| 6M | +14.4% | +20.7% | -6.3% | +11.4% |
| YTD | +5.1% | -14.8% | +19.9% | +5.8% |
| 1Y | +8.6% | -43.6% | +52.2% | +14.0% |
| 3Y | +74.4% | +184.2% | -109.8% | +51.6% |
| 5Y | +64.4% | -66.3% | +130.7% | +60.6% |
| All | +64.4% | -66.7% | +131.1% | +60.6% |
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