+106.1%
XLU vs SE
+569.0%
-462.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.9% |
| 7D | +0.6% | -3.6% | +4.3% | +0.8% |
| 30D | -0.4% | -5.3% | +4.9% | -0.2% |
| 3M | -1.7% | +28.1% | -29.8% | -3.3% |
| 6M | -7.1% | +20.7% | -27.8% | -8.4% |
| YTD | +1.9% | -14.8% | +16.7% | +2.3% |
| 1Y | +6.1% | -43.6% | +49.7% | +9.0% |
| 3Y | +48.8% | +184.2% | -135.4% | +37.0% |
| 5Y | +43.8% | -66.3% | +110.1% | +47.8% |
| All | +106.1% | +569.0% | -462.9% | +59.4% |
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