+73.8%
EEM vs SE
+62.6%
+11.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.1% | +2.9% |
| 7D | +0.7% | -7.7% | +8.4% | +1.8% |
| 30D | -6.2% | -22.8% | +16.6% | -3.1% |
| 3M | -5.2% | -43.7% | +38.6% | +1.9% |
| 6M | -8.1% | -12.8% | +4.7% | -7.5% |
| YTD | +14.0% | -42.0% | +56.0% | +20.5% |
| 1Y | +13.8% | -48.0% | +61.8% | +21.9% |
| All | +73.8% | +62.6% | +11.2% | +66.0% |
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 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