+42.7%
XLP vs SE
-79.0%
+121.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | -0.6% |
| 7D | +3.5% | -1.2% | +4.7% | +3.5% |
| 30D | +11.6% | -21.7% | +33.2% | +12.4% |
| 3M | +7.6% | -34.2% | +41.8% | +9.0% |
| 6M | +10.0% | -10.5% | +20.5% | +10.1% |
| YTD | +19.7% | -40.7% | +60.4% | +21.4% |
| 1Y | +23.5% | -52.1% | +75.5% | +26.1% |
| 3Y | +44.0% | +68.9% | -24.9% | +38.3% |
| 5Y | +42.7% | -78.9% | +121.6% | +35.6% |
| All | +42.7% | -79.0% | +121.7% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling