-82.6%
EOSE vs SAN
+294.0%
-376.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.9% | +5.1% |
| 7D | +9.8% | +4.0% | +5.8% | +6.9% |
| 30D | -2.1% | -7.8% | +5.8% | +3.8% |
| 3M | -54.1% | -16.4% | -37.7% | -47.8% |
| 6M | -76.9% | +3.5% | -80.5% | -77.2% |
| YTD | -83.3% | +6.7% | -90.0% | -83.9% |
| 1Y | -87.4% | +14.5% | -101.9% | -88.4% |
| 3Y | +61.9% | +243.5% | -181.7% | -27.5% |
| All | -82.6% | +294.0% | -376.7% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling