-69.6%
EOSE vs SFM
+213.6%
-283.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +1.8% | -10.6% | +12.4% | +4.1% |
| 30D | -6.8% | -15.5% | +8.6% | -3.8% |
| 3M | -36.3% | -17.4% | -18.9% | -34.2% |
| 6M | -38.8% | -3.4% | -35.3% | -40.1% |
| YTD | -65.5% | -8.7% | -56.9% | -66.1% |
| 1Y | -45.3% | -47.2% | +1.9% | -36.7% |
| 3Y | +44.2% | +82.7% | -38.6% | +3.8% |
| All | -69.6% | +213.6% | -283.2% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling