-47.1%
EOSE vs SHAK
-34.0%
-13.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.1% | +10.7% | +10.8% |
| 7D | +19.0% | -0.7% | +19.7% | +19.1% |
| 30D | +1.6% | -6.6% | +8.2% | +2.5% |
| 3M | -52.0% | +30.1% | -82.0% | -54.3% |
| 6M | -42.5% | -28.7% | -13.8% | -37.7% |
| YTD | -66.1% | -14.5% | -51.6% | -66.3% |
| 1Y | -47.1% | -31.9% | -15.3% | -41.2% |
| All | -47.1% | -34.0% | -13.1% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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