-60.8%
EOSE vs SFM
+277.6%
-338.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | +1.8% | -10.6% | +12.4% | +3.8% |
| 30D | -6.8% | -15.5% | +8.6% | -4.2% |
| 3M | -36.3% | -17.4% | -18.9% | -34.5% |
| 6M | -38.8% | -3.4% | -35.3% | -39.9% |
| YTD | -65.5% | -8.7% | -56.9% | -66.0% |
| 1Y | -45.3% | -47.2% | +1.9% | -38.1% |
| 3Y | +44.2% | +82.7% | -38.6% | +13.8% |
| 5Y | -69.5% | +214.3% | -283.8% | -78.0% |
| All | -60.8% | +277.6% | -338.4% | -69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling