+72.4%
XLI vs SE
+194.4%
-121.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +1.0% | +0.6% | +0.4% | +0.9% |
| 30D | -5.8% | -0.1% | -5.7% | -6.0% |
| 3M | +0.7% | +34.1% | -33.4% | -3.1% |
| 6M | +3.2% | +23.2% | -20.0% | -0.1% |
| YTD | +13.0% | -11.2% | +24.2% | +13.5% |
| 1Y | +16.8% | -40.5% | +57.3% | +23.1% |
| 3Y | +72.4% | +196.3% | -123.9% | +55.4% |
| All | +72.4% | +194.4% | -121.9% | +55.4% |
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