-60.8%
EOSE vs SIRI
-38.6%
-22.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | +1.8% | +0.6% | +1.3% | +1.6% |
| 30D | -6.8% | +2.5% | -9.3% | -7.4% |
| 3M | -36.3% | +6.6% | -42.9% | -37.7% |
| 6M | -38.8% | +32.9% | -71.6% | -43.7% |
| YTD | -65.5% | +50.5% | -116.0% | -69.9% |
| 1Y | -45.3% | +28.0% | -73.3% | -50.0% |
| 3Y | +44.2% | -22.4% | +66.6% | +51.4% |
| 5Y | -69.5% | -41.3% | -28.2% | -64.4% |
| All | -60.8% | -38.6% | -22.2% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling