+22.7%
XLP vs SE
-47.8%
+70.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.1% |
| 3M | +8.1% | -38.9% | +47.0% | +7.5% |
| 6M | +10.5% | -19.4% | +29.9% | +10.5% |
| YTD | +21.2% | -40.9% | +62.1% | +18.0% |
| 1Y | +22.7% | -46.2% | +68.9% | +19.3% |
| All | +22.7% | -47.8% | +70.5% | +19.3% |
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 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