-84.8%
EOSE vs SFM
-35.8%
-49.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.6% | +9.0% | +13.4% |
| 7D | +9.7% | -12.3% | +22.0% | +8.2% |
| 30D | -34.6% | -16.2% | -18.4% | -36.0% |
| 3M | -50.8% | -36.8% | -14.0% | -55.0% |
| 6M | -66.5% | -32.6% | -33.9% | -68.8% |
| YTD | -81.3% | -31.7% | -49.6% | -82.5% |
| 1Y | -84.8% | -35.0% | -49.8% | -86.1% |
| All | -84.8% | -35.8% | -49.0% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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