+589.4%
SE vs EME
+1,016.7%
-427.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.6% |
| 7D | -6.1% | +1.9% | -8.0% | -6.8% |
| 30D | -2.5% | -8.3% | +5.8% | +0.5% |
| 3M | +21.7% | -10.7% | +32.5% | +24.9% |
| 6M | +27.0% | +1.9% | +25.1% | +22.3% |
| YTD | -12.1% | +23.5% | -35.6% | -22.8% |
| 1Y | -40.9% | +18.0% | -58.9% | -48.0% |
| 3Y | +191.0% | +236.1% | -45.1% | +53.8% |
| 5Y | -68.3% | +527.9% | -596.2% | -87.6% |
| All | +589.4% | +1,016.7% | -427.3% | +99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling