-69.6%
EOSE vs SAN
+385.2%
-454.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -2.6% |
| 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% | -43.2% |
| 6M | -38.8% | +33.2% | -72.0% | -49.2% |
| YTD | -65.5% | +29.1% | -94.6% | -70.9% |
| 1Y | -45.3% | +50.2% | -95.5% | -58.4% |
| 3Y | +44.2% | +351.0% | -306.9% | -47.2% |
| All | -69.6% | +385.2% | -454.8% | -90.3% |
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