+5.8%
XLU vs SE
-38.5%
+44.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +0.8% | -6.1% | +6.9% | +0.8% |
| 30D | -1.3% | -2.5% | +1.1% | -1.3% |
| 3M | -1.3% | +21.7% | -23.0% | -1.2% |
| 6M | -7.6% | +27.0% | -34.6% | -7.6% |
| YTD | +2.3% | -12.1% | +14.4% | +3.3% |
| 1Y | +5.8% | -40.9% | +46.7% | +7.9% |
| All | +5.8% | -38.5% | +44.3% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling