-47.1%
EOSE vs SITM
+174.8%
-221.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.5% | +4.3% | +8.2% |
| 7D | +19.0% | +9.7% | +9.3% | +15.1% |
| 30D | +1.6% | +12.7% | -11.1% | -4.4% |
| 3M | -52.0% | -13.4% | -38.6% | -50.6% |
| 6M | -42.5% | +59.6% | -102.1% | -53.1% |
| YTD | -66.1% | +73.3% | -139.4% | -73.1% |
| 1Y | -47.1% | +165.5% | -212.7% | -57.6% |
| All | -47.1% | +174.8% | -221.9% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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