-84.8%
EOSE vs SBAC
+2.4%
-87.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +5.8% | +6.8% | +12.1% |
| 7D | +9.7% | +5.8% | +3.9% | +9.2% |
| 30D | -34.6% | +20.8% | -55.4% | -35.5% |
| 3M | -50.8% | +4.8% | -55.6% | -51.1% |
| 6M | -66.5% | -9.1% | -57.3% | -66.0% |
| YTD | -81.3% | +3.1% | -84.4% | -79.9% |
| 1Y | -84.8% | +2.2% | -87.0% | -83.2% |
| All | -84.8% | +2.4% | -87.2% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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