-47.1%
EOSE vs SFM
-41.4%
-5.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.9% | +8.0% | +11.2% |
| 7D | +19.0% | -0.1% | +19.1% | +19.0% |
| 30D | +1.6% | -4.4% | +5.9% | +1.1% |
| 3M | -52.0% | +1.5% | -53.5% | -51.9% |
| 6M | -42.5% | +6.5% | -49.0% | -42.6% |
| YTD | -66.1% | +2.2% | -68.3% | -65.8% |
| 1Y | -47.1% | -41.9% | -5.3% | -38.7% |
| All | -47.1% | -41.4% | -5.7% | -38.7% |
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