+81.4%
EEM vs SE
+569.0%
-487.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.1% |
| 7D | +2.0% | -3.6% | +5.6% | +2.5% |
| 30D | +5.1% | -5.3% | +10.4% | +5.7% |
| 3M | +4.6% | +28.1% | -23.5% | +0.2% |
| 6M | +17.8% | +20.7% | -2.9% | +13.5% |
| YTD | +25.8% | -14.8% | +40.6% | +27.2% |
| 1Y | +36.4% | -43.6% | +80.0% | +46.1% |
| 3Y | +90.0% | +184.2% | -94.2% | +54.5% |
| 5Y | +46.6% | -66.3% | +112.9% | +53.6% |
| All | +81.4% | +569.0% | -487.6% | +17.1% |
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