+30.8%
XLV vs SE
+171.9%
-141.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | -0.1% |
| 7D | -3.6% | -5.2% | +1.7% | -3.3% |
| 30D | -1.8% | -17.1% | +15.2% | -1.0% |
| 3M | +7.8% | +24.0% | -16.2% | +6.5% |
| 6M | +9.1% | +21.0% | -11.9% | +7.7% |
| YTD | +7.7% | -16.7% | +24.5% | +8.0% |
| 1Y | +20.4% | -45.9% | +66.4% | +23.3% |
| 3Y | +30.8% | +177.8% | -147.1% | +22.2% |
| All | +30.8% | +171.9% | -141.1% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling