+20.7%
XLK vs SE
-48.0%
+68.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -0.5% |
| 7D | -7.6% | +6.7% | -14.3% | -8.3% |
| 30D | -12.2% | -17.2% | +5.0% | -10.3% |
| 3M | -5.5% | -28.0% | +22.6% | -2.3% |
| 6M | +9.2% | -6.1% | +15.3% | +7.6% |
| YTD | +23.0% | -37.1% | +60.2% | +30.0% |
| 1Y | +20.7% | -48.8% | +69.5% | +33.5% |
| All | +20.7% | -48.0% | +68.7% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling