-81.0%
EOSE vs SAN
+616.5%
-697.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.9% | +5.1% |
| 7D | +9.8% | +4.0% | +5.8% | +7.3% |
| 30D | -2.1% | -7.8% | +5.8% | +3.0% |
| 3M | -54.1% | -16.4% | -37.7% | -48.7% |
| 6M | -76.9% | +3.5% | -80.5% | -77.1% |
| YTD | -83.3% | +6.7% | -90.0% | -83.7% |
| 1Y | -87.4% | +14.5% | -101.9% | -88.2% |
| 3Y | +61.9% | +243.5% | -181.7% | -16.3% |
| 5Y | -82.1% | +296.2% | -378.3% | -92.1% |
| All | -81.0% | +616.5% | -697.5% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling