-60.8%
EOSE vs SAN
+767.1%
-827.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -2.4% |
| 7D | +1.8% | +0.2% | +1.6% | +1.6% |
| 30D | -6.8% | +0.9% | -7.8% | -7.3% |
| 3M | -36.3% | +19.1% | -55.4% | -42.2% |
| 6M | -38.8% | +33.2% | -72.0% | -47.7% |
| YTD | -65.5% | +29.1% | -94.6% | -70.1% |
| 1Y | -45.3% | +50.2% | -95.5% | -56.5% |
| 3Y | +44.2% | +351.0% | -306.9% | -36.2% |
| 5Y | -69.5% | +394.7% | -464.2% | -88.0% |
| All | -60.8% | +767.1% | -827.9% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling