+61.9%
EEM vs SE
+358.6%
-296.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | +5.3% | -1.5% | +6.8% | +5.5% |
| 30D | -7.0% | -22.3% | +15.3% | -3.5% |
| 3M | -8.0% | -41.8% | +33.8% | -0.5% |
| 6M | -6.6% | -22.4% | +15.8% | -3.8% |
| YTD | +12.3% | -41.6% | +53.9% | +19.9% |
| 1Y | +12.2% | -48.0% | +60.2% | +21.6% |
| 3Y | +71.2% | +63.9% | +7.4% | +51.5% |
| 5Y | +32.2% | -78.2% | +110.4% | +48.0% |
| All | +61.9% | +358.6% | -296.6% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling