+3.6%
XLY vs SE
-48.0%
+51.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.5% | -0.2% | +3.7% |
| 7D | +6.1% | +6.7% | -0.6% | +5.2% |
| 30D | +10.8% | -17.2% | +28.0% | +13.2% |
| 3M | +3.6% | -28.0% | +31.7% | +7.5% |
| 6M | +4.4% | -6.1% | +10.5% | +4.2% |
| YTD | +3.1% | -37.1% | +40.2% | +6.2% |
| 1Y | +3.6% | -48.8% | +52.3% | +9.0% |
| All | +3.6% | -48.0% | +51.6% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling