+80.9%
XLI vs SE
-66.7%
+147.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.1% |
| 7D | -0.6% | -3.6% | +3.1% | -0.2% |
| 30D | -6.9% | -5.3% | -1.6% | -6.6% |
| 3M | -1.9% | +28.1% | -30.0% | -4.8% |
| 6M | +1.0% | +20.7% | -19.6% | -1.6% |
| YTD | +11.3% | -14.8% | +26.1% | +12.1% |
| 1Y | +15.8% | -43.6% | +59.4% | +21.5% |
| 3Y | +69.8% | +184.2% | -114.4% | +49.3% |
| 5Y | +80.9% | -66.3% | +147.2% | +78.7% |
| All | +80.9% | -66.7% | +147.6% | +78.7% |
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 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