+589.4%
SE vs EMR
+188.0%
+401.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.8% |
| 7D | -6.1% | -1.5% | -4.6% | -5.3% |
| 30D | -2.5% | -5.6% | +3.2% | +0.7% |
| 3M | +21.7% | +7.9% | +13.8% | +16.0% |
| 6M | +27.0% | +6.0% | +21.0% | +21.4% |
| YTD | -12.1% | +16.4% | -28.6% | -20.6% |
| 1Y | -40.9% | +16.6% | -57.5% | -46.8% |
| 3Y | +191.0% | +62.9% | +128.1% | +114.3% |
| 5Y | -68.3% | +60.1% | -128.4% | -76.5% |
| All | +589.4% | +188.0% | +401.3% | +329.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling