+33.6%
XLY vs SE
+171.9%
-138.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | -1.7% | -5.2% | +3.5% | -0.9% |
| 30D | -4.2% | -17.1% | +12.9% | -1.4% |
| 3M | -2.7% | +24.0% | -26.7% | -6.4% |
| 6M | -0.6% | +21.0% | -21.6% | -4.5% |
| YTD | -5.0% | -16.7% | +11.7% | -3.7% |
| 1Y | -4.1% | -45.9% | +41.8% | +4.1% |
| 3Y | +33.6% | +177.8% | -144.2% | +14.4% |
| All | +33.6% | +171.9% | -138.3% | +14.4% |
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 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