-57.3%
EOSE vs SAN
+761.3%
-818.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.5% | +11.3% | +11.1% |
| 7D | +41.4% | +3.3% | +38.1% | +38.8% |
| 30D | +3.6% | +1.1% | +2.5% | +3.1% |
| 3M | -35.7% | +22.2% | -57.9% | -42.6% |
| 6M | -29.9% | +36.0% | -65.9% | -40.8% |
| YTD | -62.5% | +28.2% | -90.7% | -67.3% |
| 1Y | -37.4% | +54.1% | -91.5% | -50.9% |
| 3Y | +55.8% | +354.2% | -298.4% | -31.2% |
| 5Y | -67.8% | +387.3% | -455.1% | -87.3% |
| All | -57.3% | +761.3% | -818.6% | -79.2% |
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