-69.6%
EOSE vs SHAK
-22.8%
-46.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -2.4% |
| 7D | +1.8% | -8.3% | +10.1% | +5.7% |
| 30D | -6.8% | -12.6% | +5.8% | -1.0% |
| 3M | -36.3% | +9.1% | -45.4% | -40.2% |
| 6M | -38.8% | -31.2% | -7.5% | -31.4% |
| YTD | -65.5% | -21.6% | -43.9% | -64.9% |
| 1Y | -45.3% | -38.8% | -6.5% | -36.9% |
| 3Y | +44.2% | +0.6% | +43.5% | +7.6% |
| All | -69.6% | -22.8% | -46.8% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling