+115.7%
XLP vs SE
+365.4%
-249.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | -0.5% |
| 7D | +3.5% | -1.2% | +4.7% | +3.5% |
| 30D | +11.6% | -21.7% | +33.2% | +12.9% |
| 3M | +7.6% | -34.2% | +41.8% | +9.8% |
| 6M | +10.0% | -10.5% | +20.5% | +10.2% |
| YTD | +19.7% | -40.7% | +60.4% | +22.3% |
| 1Y | +23.5% | -52.1% | +75.5% | +27.4% |
| 3Y | +44.0% | +68.9% | -24.9% | +36.1% |
| 5Y | +42.7% | -78.9% | +121.6% | +49.1% |
| All | +115.7% | +365.4% | -249.7% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling