-57.3%
EOSE vs SBAC
-30.1%
-27.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.4% | +11.2% | +11.0% |
| 7D | +41.4% | -0.1% | +41.5% | +41.1% |
| 30D | +3.6% | +3.2% | +0.4% | +1.7% |
| 3M | -35.7% | -5.1% | -30.7% | -34.8% |
| 6M | -29.9% | -2.1% | -27.7% | -31.6% |
| YTD | -62.5% | -0.5% | -62.0% | -64.0% |
| 1Y | -37.4% | +1.1% | -38.5% | -40.4% |
| 3Y | +55.8% | -7.4% | +63.2% | +51.9% |
| 5Y | -67.8% | -44.3% | -23.5% | -58.9% |
| All | -57.3% | -30.1% | -27.2% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling