+63.7%
SE vs EMR
+103.4%
-39.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | +2.8% | -3.3% | -1.9% |
| 30D | -20.9% | +3.7% | -24.6% | -22.2% |
| 3M | -38.9% | +2.0% | -40.9% | -39.6% |
| 6M | -19.4% | +22.1% | -41.5% | -27.7% |
| YTD | -40.9% | +27.2% | -68.2% | -48.8% |
| 1Y | -46.2% | +32.0% | -78.2% | -54.4% |
| 3Y | +63.7% | +103.3% | -39.5% | +55.3% |
| All | +63.7% | +103.4% | -39.7% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling