-45.3%
EOSE vs SAN
+51.4%
-96.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -2.9% |
| 7D | +1.8% | +0.2% | +1.6% | +1.6% |
| 30D | -6.8% | +0.9% | -7.8% | -7.6% |
| 3M | -36.3% | +19.1% | -55.4% | -44.1% |
| 6M | -38.8% | +33.2% | -72.0% | -50.3% |
| YTD | -65.5% | +29.1% | -94.6% | -71.6% |
| 1Y | -45.3% | +50.2% | -95.5% | -57.0% |
| All | -45.3% | +51.4% | -96.7% | -57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling