+118.3%
XLP vs SE
+363.8%
-245.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.4% |
| 7D | +2.5% | -0.5% | +3.0% | +2.5% |
| 30D | +7.3% | -20.9% | +28.2% | +8.5% |
| 3M | +8.1% | -38.9% | +47.0% | +10.7% |
| 6M | +10.5% | -19.4% | +29.9% | +11.3% |
| YTD | +21.2% | -40.9% | +62.1% | +23.8% |
| 1Y | +22.7% | -46.2% | +68.9% | +25.9% |
| 3Y | +44.8% | +63.7% | -18.9% | +37.2% |
| 5Y | +44.7% | -77.9% | +122.7% | +50.7% |
| All | +118.3% | +363.8% | -245.5% | +74.3% |
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