-37.8%
EOSE vs SHAK
-34.4%
-3.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.7% |
| 7D | +14.0% | -11.0% | +25.0% | +14.9% |
| 30D | -5.9% | -14.0% | +8.1% | -4.8% |
| 3M | -34.3% | +13.3% | -47.5% | -35.3% |
| 6M | -37.8% | -35.3% | -2.4% | -31.9% |
| All | -37.8% | -34.4% | -3.3% | -31.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling