-60.4%
EOSE vs SIRI
-39.1%
-21.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.0% | -4.2% |
| 7D | +14.0% | -3.0% | +17.0% | +14.9% |
| 30D | -5.9% | +1.3% | -7.2% | -6.1% |
| 3M | -34.3% | +5.6% | -39.9% | -35.5% |
| 6M | -37.8% | +35.2% | -72.9% | -43.0% |
| YTD | -65.2% | +49.1% | -114.3% | -69.5% |
| 1Y | -41.9% | +26.8% | -68.7% | -46.8% |
| 3Y | +44.6% | -23.7% | +68.2% | +52.6% |
| 5Y | -69.2% | -41.8% | -27.4% | -63.9% |
| All | -60.4% | -39.1% | -21.3% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling