+365.7%
SE vs EMB
+22.1%
+343.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.0% | -0.1% | +2.1% | +2.3% |
| 30D | -20.0% | +1.3% | -21.3% | -21.9% |
| 3M | -31.8% | -2.2% | -29.5% | -28.6% |
| 6M | -15.9% | -2.3% | -13.5% | -11.7% |
| YTD | -40.6% | -0.6% | -40.0% | -39.4% |
| 1Y | -50.7% | +0.5% | -51.2% | -50.7% |
| 3Y | +70.3% | +29.4% | +40.9% | +4.2% |
| 5Y | -78.8% | +6.5% | -85.3% | -80.9% |
| All | +365.7% | +22.1% | +343.7% | +247.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling