+42.0%
XLP vs SE
-78.9%
+120.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +0.7% | +2.0% | -1.3% | +0.7% |
| 30D | +10.3% | -20.0% | +30.3% | +11.0% |
| 3M | +6.5% | -31.8% | +38.3% | +7.8% |
| 6M | +8.4% | -15.9% | +24.3% | +8.7% |
| YTD | +18.2% | -40.6% | +58.8% | +19.8% |
| 1Y | +22.4% | -50.7% | +73.1% | +24.9% |
| 3Y | +41.9% | +70.3% | -28.4% | +36.2% |
| All | +42.0% | -78.9% | +120.9% | +34.2% |
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