+221.5%
EMR vs SEI
+608.3%
-386.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +3.9% | -0.3% |
| 7D | -1.2% | +20.7% | -21.9% | -5.1% |
| 30D | -9.4% | +9.1% | -18.6% | -11.5% |
| 3M | +8.6% | -6.0% | +14.6% | +7.9% |
| 6M | +6.7% | +18.9% | -12.2% | +0.1% |
| YTD | +13.1% | +40.1% | -27.1% | +1.4% |
| 1Y | +12.7% | +120.6% | -107.9% | -9.4% |
| 3Y | +58.1% | +562.1% | -504.1% | -13.7% |
| 5Y | +63.6% | +954.5% | -890.8% | -27.6% |
| All | +221.5% | +608.3% | -386.8% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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