+34.6%
EEM vs SE
-78.1%
+112.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| 3M | -5.2% | -43.7% | +38.6% | +2.3% |
| 6M | -8.1% | -12.8% | +4.7% | -7.3% |
| YTD | +14.0% | -42.0% | +56.0% | +21.1% |
| 1Y | +13.8% | -48.0% | +61.8% | +22.5% |
| 3Y | +73.7% | +62.7% | +11.1% | +56.4% |
| 5Y | +34.6% | -77.8% | +112.4% | +35.9% |
| All | +34.6% | -78.1% | +112.6% | +35.9% |
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