+8.9%
XLV vs SE
+20.6%
-11.7%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | -0.1% |
| 7D | -3.7% | -3.6% | 0.0% | -3.5% |
| 30D | -1.1% | -5.3% | +4.2% | -0.8% |
| 3M | +8.2% | +28.1% | -19.8% | +5.3% |
| 6M | +8.9% | +20.7% | -11.7% | +6.4% |
| All | +8.9% | +20.6% | -11.7% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling