+44.2%
XLU vs SE
-67.6%
+111.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | -1.6% | -5.2% | +3.6% | -1.4% |
| 30D | -3.3% | -17.1% | +13.8% | -2.7% |
| 3M | -3.2% | +24.0% | -27.1% | -4.0% |
| 6M | -7.0% | +21.0% | -27.9% | -7.8% |
| YTD | +0.6% | -16.7% | +17.4% | +1.0% |
| 1Y | +2.4% | -45.9% | +48.4% | +4.5% |
| 3Y | +46.3% | +177.8% | -131.6% | +39.5% |
| All | +44.2% | -67.6% | +111.8% | +42.8% |
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