+112.9%
XLP vs SE
+366.0%
-253.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +0.7% | +2.0% | -1.3% | +0.6% |
| 30D | +10.3% | -20.0% | +30.3% | +11.5% |
| 3M | +6.5% | -31.8% | +38.3% | +8.5% |
| 6M | +8.4% | -15.9% | +24.3% | +8.9% |
| YTD | +18.2% | -40.6% | +58.8% | +20.7% |
| 1Y | +22.4% | -50.7% | +73.1% | +26.2% |
| 3Y | +41.9% | +70.3% | -28.4% | +34.1% |
| 5Y | +40.9% | -78.8% | +119.7% | +47.2% |
| All | +112.9% | +366.0% | -253.1% | +70.0% |
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