+47.0%
EEM vs SE
-67.4%
+114.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +3.1% | +0.6% | +2.5% | +3.0% |
| 30D | +4.9% | -0.1% | +4.9% | +4.6% |
| 3M | +5.2% | +34.1% | -28.9% | +0.5% |
| 6M | +20.7% | +23.2% | -2.5% | +16.3% |
| YTD | +26.5% | -11.2% | +37.6% | +26.9% |
| 1Y | +37.8% | -40.5% | +78.4% | +45.7% |
| 3Y | +91.0% | +196.3% | -105.3% | +58.1% |
| 5Y | +47.0% | -67.0% | +114.1% | +48.2% |
| All | +47.0% | -67.4% | +114.5% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling