-66.3%
SE vs EME
+544.7%
-611.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.6% | -3.1% |
| 7D | -3.6% | +2.7% | -6.4% | -4.6% |
| 30D | -5.3% | -6.8% | +1.5% | -2.9% |
| 3M | +28.1% | -8.8% | +36.9% | +30.6% |
| 6M | +20.7% | +5.0% | +15.7% | +14.2% |
| YTD | -14.8% | +23.5% | -38.3% | -26.6% |
| 1Y | -43.6% | +21.3% | -64.9% | -52.2% |
| 3Y | +184.2% | +241.1% | -56.8% | +21.0% |
| 5Y | -66.3% | +549.2% | -615.5% | -92.3% |
| All | -66.3% | +544.7% | -611.0% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling