-67.0%
SE vs EMR
+62.8%
-129.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | +0.6% | +3.1% | -2.5% | -1.5% |
| 30D | -0.1% | -3.5% | +3.4% | +2.4% |
| 3M | +34.1% | +9.8% | +24.4% | +24.6% |
| 6M | +23.2% | +10.8% | +12.4% | +12.6% |
| YTD | -11.2% | +15.9% | -27.1% | -22.3% |
| 1Y | -40.5% | +16.4% | -57.0% | -48.5% |
| 3Y | +196.3% | +62.1% | +134.2% | +88.6% |
| 5Y | -67.0% | +62.9% | -130.0% | -79.3% |
| All | -67.0% | +62.8% | -129.8% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling