+124.8%
SEI vs EME
+21.8%
+102.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.3% | +0.8% | +0.9% |
| 7D | +22.6% | +3.5% | +19.1% | +18.8% |
| 30D | +9.1% | -6.3% | +15.4% | +16.5% |
| 3M | -11.3% | -3.8% | -7.6% | -7.3% |
| 6M | +22.0% | +8.5% | +13.5% | +14.9% |
| YTD | +47.3% | +27.8% | +19.5% | +26.2% |
| 1Y | +124.8% | +22.2% | +102.5% | +64.8% |
| All | +124.8% | +21.8% | +102.9% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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