+130.2%
XLV vs SE
+569.0%
-438.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | 0.0% |
| 7D | -3.7% | -3.6% | 0.0% | -3.4% |
| 30D | -1.1% | -5.3% | +4.2% | -0.8% |
| 3M | +8.2% | +28.1% | -19.8% | +5.7% |
| 6M | +8.9% | +20.7% | -11.7% | +6.6% |
| YTD | +8.5% | -14.8% | +23.3% | +9.1% |
| 1Y | +22.3% | -43.6% | +65.9% | +27.1% |
| 3Y | +32.6% | +184.2% | -151.6% | +16.6% |
| 5Y | +34.4% | -66.3% | +100.7% | +39.2% |
| All | +130.2% | +569.0% | -438.7% | +54.5% |
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