+689.9%
SEI vs EME
+1,111.0%
-421.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.4% | +8.2% | +7.6% |
| 7D | +28.2% | +2.7% | +25.5% | +25.8% |
| 30D | +15.5% | -6.8% | +22.3% | +22.1% |
| 3M | -1.4% | -8.8% | +7.5% | +7.0% |
| 6M | +37.4% | +5.0% | +32.4% | +34.9% |
| YTD | +47.8% | +23.5% | +24.3% | +30.9% |
| 1Y | +174.3% | +21.3% | +153.0% | +142.6% |
| 3Y | +598.5% | +241.1% | +357.4% | +218.4% |
| 5Y | +1,026.2% | +549.2% | +477.1% | +221.0% |
| All | +689.9% | +1,111.0% | -421.1% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling