+45.6%
EOSE vs SFM
+80.7%
-35.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.6% | -3.7% |
| 7D | +14.0% | -8.8% | +22.8% | +15.3% |
| 30D | -5.9% | -14.5% | +8.6% | -4.0% |
| 3M | -34.3% | -16.8% | -17.4% | -32.9% |
| 6M | -37.8% | -5.3% | -32.4% | -38.9% |
| YTD | -65.2% | -9.4% | -55.8% | -65.7% |
| 1Y | -41.9% | -46.2% | +4.2% | -32.7% |
| All | +45.6% | +80.7% | -35.1% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling