+69.9%
XLI vs SE
-78.2%
+148.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +3.8% | -0.5% | +4.2% | +3.8% |
| 30D | +1.0% | -20.9% | +22.0% | +3.4% |
| 3M | -8.9% | -38.9% | +30.0% | -4.4% |
| 6M | -2.3% | -19.4% | +17.1% | -0.7% |
| YTD | +9.7% | -40.9% | +50.6% | +14.5% |
| 1Y | +12.3% | -46.2% | +58.5% | +18.3% |
| 3Y | +71.5% | +63.7% | +7.7% | +59.5% |
| All | +69.9% | -78.2% | +148.0% | +71.9% |
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