+569.6%
XLK vs SE
+597.4%
-27.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +2.3% | +0.6% | +1.7% | +2.2% |
| 30D | -0.1% | -0.1% | 0.0% | -0.4% |
| 3M | +2.1% | +34.1% | -32.0% | -4.3% |
| 6M | +37.2% | +23.2% | +14.0% | +30.0% |
| YTD | +30.8% | -11.2% | +42.0% | +31.4% |
| 1Y | +42.6% | -40.5% | +83.2% | +54.4% |
| 3Y | +121.8% | +196.3% | -74.5% | +70.7% |
| 5Y | +145.7% | -67.0% | +212.7% | +163.0% |
| All | +569.6% | +597.4% | -27.8% | +280.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling