+372.3%
SE vs EMR
+215.8%
+156.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | -19.4% | +3.5% | -22.9% | -20.8% |
| 3M | -33.1% | +5.9% | -39.0% | -35.2% |
| 6M | -11.4% | +19.4% | -30.9% | -20.3% |
| YTD | -39.8% | +27.7% | -67.5% | -48.3% |
| 1Y | -50.5% | +30.9% | -81.4% | -58.0% |
| 3Y | +68.9% | +104.2% | -35.3% | +9.9% |
| 5Y | -77.1% | +89.6% | -166.7% | -84.4% |
| All | +372.3% | +215.8% | +156.5% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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