+115.2%
XLP vs SE
+372.6%
-257.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.2% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +9.1% | -19.4% | +28.5% | +10.3% |
| 3M | +7.9% | -33.1% | +41.0% | +9.9% |
| 6M | +9.6% | -11.4% | +21.1% | +9.9% |
| YTD | +19.4% | -39.8% | +59.2% | +21.9% |
| 1Y | +22.4% | -50.5% | +72.8% | +26.1% |
| 3Y | +43.2% | +68.9% | -25.7% | +35.4% |
| 5Y | +42.6% | -77.1% | +119.7% | +48.1% |
| All | +115.2% | +372.6% | -257.4% | +71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling