+363.5%
SE vs EME
+876.8%
-513.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -0.5% | +8.4% | -8.9% | -3.6% |
| 30D | -20.9% | -11.5% | -9.4% | -17.6% |
| 3M | -38.9% | -20.6% | -18.3% | -34.0% |
| 6M | -19.4% | -28.5% | +9.1% | -10.6% |
| YTD | -40.9% | +8.0% | -48.9% | -45.9% |
| 1Y | -46.2% | +6.8% | -52.9% | -50.4% |
| 3Y | +63.7% | +213.9% | -150.2% | -12.2% |
| 5Y | -77.9% | +414.8% | -492.7% | -90.8% |
| All | +363.5% | +876.8% | -513.4% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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