-44.2%
SE vs EME
+18.7%
-62.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -4.8% | +0.9% | -5.7% | -4.8% |
| 30D | -18.1% | -8.4% | -9.7% | -17.4% |
| 3M | +30.6% | -3.6% | +34.2% | +30.7% |
| 6M | +20.8% | +3.6% | +17.2% | +18.5% |
| YTD | -15.6% | +22.5% | -38.1% | -21.6% |
| 1Y | -44.2% | +18.2% | -62.4% | -50.1% |
| All | -44.2% | +18.7% | -62.9% | -50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling