+65.8%
EMR vs SEI
+1,021.5%
-955.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -7.0% | -2.0% |
| 7D | +0.9% | +28.2% | -27.3% | -2.7% |
| 30D | -5.0% | +15.5% | -20.4% | -7.2% |
| 3M | +5.9% | -1.4% | +7.3% | +4.8% |
| 6M | +7.3% | +37.4% | -30.1% | +0.7% |
| YTD | +14.6% | +47.8% | -33.3% | +5.6% |
| 1Y | +15.6% | +174.3% | -158.7% | -3.4% |
| 3Y | +60.2% | +598.5% | -538.3% | +6.5% |
| 5Y | +65.8% | +1,026.2% | -960.4% | -2.2% |
| All | +65.8% | +1,021.5% | -955.7% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling