-45.3%
EOSE vs SFM
-46.0%
+0.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -0.9% |
| 7D | +1.8% | -10.6% | +12.4% | +0.4% |
| 30D | -6.8% | -15.5% | +8.6% | -8.7% |
| 3M | -36.3% | -17.4% | -18.9% | -37.8% |
| 6M | -38.8% | -3.4% | -35.3% | -39.6% |
| YTD | -65.5% | -8.7% | -56.9% | -65.6% |
| 1Y | -45.3% | -47.2% | +1.9% | -42.1% |
| All | -45.3% | -46.0% | +0.8% | -42.1% |
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