+82.0%
EEM vs SE
+589.8%
-507.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +2.3% | -6.1% | +8.4% | +3.3% |
| 30D | +4.5% | -2.5% | +7.0% | +4.7% |
| 3M | -0.1% | +21.7% | -21.8% | -3.5% |
| 6M | +16.9% | +27.0% | -10.1% | +11.7% |
| YTD | +26.2% | -12.1% | +38.4% | +27.0% |
| 1Y | +40.5% | -40.9% | +81.4% | +49.5% |
| 3Y | +86.2% | +191.0% | -104.8% | +50.8% |
| 5Y | +45.5% | -68.3% | +113.7% | +54.0% |
| All | +82.0% | +589.8% | -507.8% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling