+184.3%
SE vs EME
+240.3%
-56.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.6% | -3.4% |
| 7D | -3.6% | +2.7% | -6.4% | -4.3% |
| 30D | -5.3% | -6.8% | +1.5% | -3.7% |
| 3M | +28.1% | -8.8% | +36.9% | +30.2% |
| 6M | +20.7% | +5.0% | +15.7% | +16.5% |
| YTD | -14.8% | +23.5% | -38.3% | -23.1% |
| 1Y | -43.6% | +21.3% | -64.9% | -49.7% |
| All | +184.3% | +240.3% | -56.1% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling