-57.3%
EOSE vs SFM
+295.0%
-352.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -6.5% | +17.3% | +12.0% |
| 7D | +41.4% | -5.8% | +47.3% | +42.7% |
| 30D | +3.6% | -11.4% | +15.0% | +5.6% |
| 3M | -35.7% | -12.2% | -23.5% | -34.7% |
| 6M | -29.9% | -5.2% | -24.7% | -30.7% |
| YTD | -62.5% | -4.5% | -58.0% | -63.3% |
| 1Y | -37.4% | -45.4% | +8.0% | -29.6% |
| 3Y | +55.8% | +91.1% | -35.3% | +22.0% |
| 5Y | -67.8% | +226.8% | -294.6% | -77.0% |
| All | -57.3% | +295.0% | -352.3% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling