+24.3%
XLP vs SE
-48.0%
+72.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.5% | -1.1% | +3.4% |
| 7D | +5.9% | +6.7% | -0.8% | +6.0% |
| 30D | +13.5% | -17.2% | +30.7% | +13.1% |
| 3M | +8.4% | -28.0% | +36.4% | +7.9% |
| 6M | +11.5% | -6.1% | +17.7% | +11.8% |
| YTD | +20.6% | -37.1% | +57.8% | +17.3% |
| 1Y | +24.3% | -48.8% | +73.1% | +18.8% |
| All | +24.3% | -48.0% | +72.3% | +18.8% |
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