+98.6%
XLP vs SE
+589.8%
-491.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.0% | -6.1% | +5.1% | -0.7% |
| 30D | -0.9% | -2.5% | +1.6% | -0.8% |
| 3M | +3.8% | +21.7% | -17.9% | +2.5% |
| 6M | -1.7% | +27.0% | -28.7% | -3.3% |
| YTD | +10.3% | -12.1% | +22.4% | +10.4% |
| 1Y | +7.8% | -40.9% | +48.7% | +10.2% |
| 3Y | +27.2% | +191.0% | -163.8% | +16.7% |
| 5Y | +32.5% | -68.3% | +100.8% | +35.5% |
| All | +98.6% | +589.8% | -491.2% | +55.5% |
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