-46.8%
SE vs EMR
+29.0%
-75.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -1.5% | +2.7% | -4.1% | -2.6% |
| 30D | -22.3% | +2.1% | -24.4% | -22.9% |
| 3M | -41.8% | +2.3% | -44.1% | -42.3% |
| 6M | -22.4% | +22.5% | -44.9% | -28.6% |
| YTD | -41.6% | +27.2% | -68.8% | -50.0% |
| All | -46.8% | +29.0% | -75.8% | -56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling