+145.6%
XLK vs SE
-67.4%
+213.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -0.4% | -4.8% | +4.4% | +0.5% |
| 30D | -0.5% | -18.1% | +17.6% | +3.1% |
| 3M | +5.0% | +30.6% | -25.6% | -0.8% |
| 6M | +32.9% | +20.8% | +12.1% | +26.7% |
| YTD | +29.0% | -15.6% | +44.5% | +30.8% |
| 1Y | +37.8% | -44.2% | +82.1% | +50.5% |
| 3Y | +118.7% | +181.5% | -62.9% | +74.0% |
| 5Y | +145.6% | -66.9% | +212.5% | +154.2% |
| All | +145.6% | -67.4% | +213.0% | +154.2% |
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