+173.6%
XLI vs SE
+553.8%
-380.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | -1.7% | -5.2% | +3.6% | -1.1% |
| 30D | -7.3% | -17.1% | +9.8% | -5.4% |
| 3M | -1.3% | +24.0% | -25.3% | -4.1% |
| 6M | +2.2% | +21.0% | -18.7% | -0.7% |
| YTD | +11.7% | -16.7% | +28.4% | +12.8% |
| 1Y | +14.3% | -45.9% | +60.2% | +21.0% |
| 3Y | +70.3% | +177.8% | -107.5% | +46.7% |
| 5Y | +82.3% | -67.4% | +149.7% | +89.2% |
| All | +173.6% | +553.8% | -380.2% | +77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling