+28.3%
XLP vs SE
+197.9%
-169.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.0% | -6.1% | +5.1% | -0.9% |
| 30D | -0.9% | -2.5% | +1.6% | -0.9% |
| 3M | +3.8% | +21.7% | -17.9% | +3.4% |
| 6M | -1.7% | +27.0% | -28.7% | -2.3% |
| YTD | +10.3% | -12.1% | +22.4% | +10.3% |
| 1Y | +7.8% | -40.9% | +48.7% | +9.2% |
| All | +28.3% | +197.9% | -169.6% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling