-40.5%
SE vs EMB
+5.1%
-45.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.4% |
| 7D | +0.6% | +0.3% | +0.3% | -0.2% |
| 30D | -0.1% | -0.5% | +0.4% | +1.3% |
| 3M | +34.1% | +0.3% | +33.8% | +32.9% |
| 6M | +23.2% | +1.2% | +22.0% | +19.0% |
| YTD | -11.2% | +1.5% | -12.6% | -14.1% |
| 1Y | -40.5% | +4.8% | -45.3% | -42.1% |
| All | -40.5% | +5.1% | -45.6% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling