-60.8%
EOSE vs SITM
+647.9%
-708.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -3.2% |
| 7D | +1.8% | +3.9% | -2.0% | +0.1% |
| 30D | -6.8% | -6.6% | -0.2% | -4.5% |
| 3M | -36.3% | -11.9% | -24.4% | -34.3% |
| 6M | -38.8% | +81.1% | -119.9% | -53.5% |
| YTD | -65.5% | +80.0% | -145.5% | -74.3% |
| 1Y | -45.3% | +145.8% | -191.1% | -64.7% |
| 3Y | +44.2% | +475.9% | -431.7% | -43.0% |
| 5Y | -69.5% | +189.2% | -258.7% | -86.0% |
| All | -60.8% | +647.9% | -708.7% | -85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling